+172.9%
KEY vs P
+732.0%
-559.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +2.2% | +6.5% | -4.3% | +0.6% |
| 30D | -3.0% | +18.8% | -21.9% | -7.7% |
| 3M | +3.3% | +26.7% | -23.4% | -4.1% |
| 6M | +9.2% | +62.2% | -53.0% | -6.3% |
| YTD | +10.6% | +48.5% | -37.9% | -3.9% |
| 1Y | +20.4% | +26.4% | -6.0% | +6.0% |
| 3Y | +121.8% | +159.4% | -37.6% | +44.7% |
| 5Y | +41.1% | +275.8% | -234.7% | -21.5% |
| All | +172.9% | +732.0% | -559.1% | +11.9% |
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