+154.0%
KEY vs P
+557.5%
-403.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +2.6% |
| 7D | +1.7% | -19.4% | +21.0% | +6.3% |
| 30D | +6.8% | -22.3% | +29.1% | +12.0% |
| 3M | -5.8% | +33.2% | -39.0% | -13.7% |
| 6M | +1.4% | +53.6% | -52.2% | -12.0% |
| YTD | +7.5% | +66.8% | -59.3% | -9.7% |
| 1Y | +29.6% | +17.5% | +12.1% | +16.3% |
| 3Y | +118.8% | +219.7% | -100.9% | +37.6% |
| 5Y | +16.8% | +307.8% | -290.9% | -34.0% |
| 10Y | +133.0% | +855.3% | -722.3% | -1.5% |
| All | +154.0% | +557.5% | -403.5% | +8.2% |
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