+41.2%
KEY vs PL
+82.7%
-41.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | +2.2% | -9.3% | +11.5% | +3.3% |
| 30D | -3.0% | -18.9% | +15.9% | -0.7% |
| 3M | +3.3% | -58.4% | +61.7% | +13.3% |
| 6M | +9.2% | -30.3% | +39.5% | +10.0% |
| YTD | +10.6% | -8.1% | +18.8% | +6.4% |
| 1Y | +20.4% | +180.5% | -160.1% | -4.1% |
| 3Y | +121.8% | +444.1% | -322.3% | +43.9% |
| All | +41.2% | +82.7% | -41.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling