+689.4%
KEY vs IDXX
+54,849.3%
-54,159.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -0.3% | -4.4% | +4.1% | +0.6% |
| 30D | -3.3% | -13.5% | +10.3% | -0.3% |
| 3M | -0.7% | -11.0% | +10.3% | +1.5% |
| 6M | +12.5% | -15.6% | +28.1% | +16.1% |
| YTD | +8.4% | -23.9% | +32.3% | +14.2% |
| 1Y | +18.4% | -21.4% | +39.9% | +23.5% |
| 3Y | +123.3% | +10.6% | +112.7% | +112.8% |
| 5Y | +38.8% | -23.9% | +62.7% | +40.3% |
| 10Y | +169.3% | +368.4% | -199.1% | +84.6% |
| All | +689.4% | +54,849.3% | -54,159.9% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling