+15.2%
KEY vs M
-2.8%
+18.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +0.2% |
| 7D | -0.4% | +2.5% | -2.9% | -1.3% |
| 30D | +7.2% | +10.1% | -2.8% | +3.7% |
| 3M | -4.9% | -0.9% | -4.0% | -5.2% |
| 6M | +1.1% | +30.2% | -29.1% | -8.4% |
| YTD | +6.8% | +16.3% | -9.5% | -0.2% |
| 1Y | +23.3% | +27.0% | -3.7% | +11.7% |
| 3Y | +126.1% | +154.5% | -28.4% | +49.4% |
| 5Y | +15.2% | -1.1% | +16.3% | -5.5% |
| All | +15.2% | -2.8% | +18.0% | -5.5% |
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