+23.0%
KEY vs PL
+8.6%
+14.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.5% | -11.8% | +2.1% |
| 7D | -0.4% | +10.9% | -11.3% | -0.9% |
| 30D | +7.2% | -16.4% | +23.6% | +7.8% |
| 3M | -4.9% | -39.9% | +35.0% | -3.3% |
| 6M | +1.1% | -63.2% | +64.3% | +4.2% |
| YTD | +6.8% | -27.1% | +33.9% | +6.7% |
| All | +23.0% | +8.6% | +14.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling