+29.6%
KEY vs P
+19.7%
+9.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.6% |
| 7D | +1.7% | -19.4% | +21.0% | +2.1% |
| 30D | +6.8% | -22.3% | +29.1% | +7.4% |
| 3M | -5.8% | +33.2% | -39.0% | -6.7% |
| 6M | +1.4% | +53.6% | -52.2% | -0.3% |
| YTD | +7.5% | +66.8% | -59.3% | +5.4% |
| 1Y | +29.6% | +17.5% | +12.1% | +25.2% |
| All | +29.6% | +19.7% | +9.9% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling