+94.2%
KEY vs P
+652.0%
-557.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | +2.9% | +11.6% | -8.7% | +0.3% |
| 30D | +8.4% | -23.7% | +32.1% | +14.1% |
| 3M | -5.8% | -8.0% | +2.2% | -6.0% |
| 6M | +5.4% | +27.9% | -22.5% | -4.9% |
| YTD | +7.1% | +61.2% | -54.1% | -10.4% |
| 1Y | +26.8% | +28.6% | -1.8% | +10.1% |
| 3Y | +128.7% | +200.5% | -71.8% | +41.0% |
| 5Y | +13.6% | +282.9% | -269.3% | -37.8% |
| All | +94.2% | +652.0% | -557.8% | -24.4% |
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