+12.9%
KEY vs M
-6.1%
+19.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.1% | -0.9% |
| 7D | -2.5% | -2.1% | -0.3% | -1.9% |
| 30D | +4.1% | +7.7% | -3.6% | +1.5% |
| 3M | -8.4% | -4.4% | -4.0% | -7.6% |
| 6M | -2.3% | +27.5% | -29.8% | -10.7% |
| YTD | +4.6% | +12.8% | -8.2% | -1.2% |
| 1Y | +24.6% | +20.7% | +3.8% | +14.8% |
| 3Y | +112.8% | +111.3% | +1.5% | +50.0% |
| 5Y | +12.9% | -6.3% | +19.2% | -6.2% |
| All | +12.9% | -6.1% | +19.0% | -6.2% |
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