+41.2%
KEY vs M
+27.3%
+13.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.5% |
| 7D | +2.2% | +4.7% | -2.5% | +0.8% |
| 30D | -3.0% | -9.6% | +6.6% | -0.1% |
| 3M | +3.3% | +0.9% | +2.5% | +2.4% |
| 6M | +9.2% | +22.3% | -13.1% | +1.6% |
| YTD | +10.6% | +6.5% | +4.1% | +7.0% |
| 1Y | +20.4% | +38.8% | -18.4% | +6.6% |
| 3Y | +121.8% | +115.9% | +5.9% | +58.1% |
| All | +41.2% | +27.3% | +13.9% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling