+161.4%
KEY vs P
+485.4%
-323.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +2.2% | +6.5% | -4.3% | +0.7% |
| 30D | -3.0% | +18.8% | -21.9% | -7.5% |
| 3M | +3.3% | +26.7% | -23.4% | -3.8% |
| 6M | +9.2% | +62.2% | -53.0% | -5.6% |
| YTD | +10.6% | +48.5% | -37.9% | -3.2% |
| 1Y | +20.4% | +26.4% | -6.0% | +6.8% |
| 3Y | +121.8% | +159.4% | -37.6% | +49.2% |
| 5Y | +41.1% | +275.8% | -234.7% | -17.8% |
| 10Y | +168.5% | +732.0% | -563.5% | +18.5% |
| All | +161.4% | +485.4% | -323.9% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling