+117.9%
KEY vs P
+713.7%
-595.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -1.3% |
| 7D | -1.3% | -23.8% | +22.5% | +4.4% |
| 30D | +5.1% | -36.6% | +41.8% | +15.4% |
| 3M | -7.1% | +10.9% | -18.0% | -11.8% |
| 6M | -4.4% | +30.0% | -34.4% | -14.6% |
| YTD | +4.0% | +44.4% | -40.4% | -10.8% |
| 1Y | +23.4% | +3.9% | +19.5% | +12.8% |
| 3Y | +113.9% | +176.6% | -62.7% | +33.7% |
| 5Y | +12.3% | +249.3% | -237.0% | -37.5% |
| All | +117.9% | +713.7% | -595.8% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling