+488.6%
KEY vs M
+396.5%
+92.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.7% |
| 7D | +2.2% | +4.7% | -2.5% | +0.5% |
| 30D | -3.0% | -9.6% | +6.6% | +0.6% |
| 3M | +3.3% | +0.9% | +2.5% | +2.2% |
| 6M | +9.2% | +22.3% | -13.1% | 0.0% |
| YTD | +10.6% | +6.5% | +4.1% | +6.1% |
| 1Y | +20.4% | +38.8% | -18.4% | +3.8% |
| 3Y | +121.8% | +115.9% | +5.9% | +49.6% |
| 5Y | +41.1% | +28.6% | +12.5% | +5.0% |
| 10Y | +168.5% | -2.5% | +171.1% | +72.7% |
| All | +488.6% | +396.5% | +92.1% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling