+99.5%
KEY vs P
+686.0%
-586.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -4.0% | -0.5% |
| 7D | -0.5% | -4.7% | +4.2% | +0.2% |
| 30D | +6.7% | -31.4% | +38.1% | +15.0% |
| 3M | -4.6% | -2.6% | -2.0% | -6.2% |
| 6M | +2.6% | +21.9% | -19.4% | -6.4% |
| YTD | +7.0% | +58.9% | -52.0% | -10.2% |
| 1Y | +23.5% | +21.7% | +1.7% | +8.7% |
| 3Y | +126.4% | +193.3% | -66.9% | +40.4% |
| 5Y | +13.0% | +275.1% | -262.1% | -37.8% |
| 10Y | +99.5% | +655.3% | -555.8% | -19.6% |
| All | +99.5% | +686.0% | -586.5% | -19.6% |
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