+115.0%
KEY vs PL
+403.1%
-288.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -10.1% | +7.4% | -1.7% |
| 7D | -2.5% | -20.5% | +18.1% | -0.1% |
| 30D | +4.1% | -38.8% | +42.8% | +9.4% |
| 3M | -8.4% | -49.1% | +40.8% | -1.9% |
| 6M | -2.3% | -69.4% | +67.1% | +8.8% |
| YTD | +4.6% | -42.3% | +46.9% | +5.1% |
| 1Y | +24.6% | -14.2% | +38.7% | +17.2% |
| All | +115.0% | +403.1% | -288.1% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling