+123.6%
KEY vs PR
+73.2%
+50.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +2.2% | +2.9% | -0.7% | +1.3% |
| 30D | -3.0% | +18.0% | -21.1% | -8.2% |
| 3M | +3.3% | +16.9% | -13.5% | -2.4% |
| 6M | +9.2% | +28.2% | -19.0% | -1.5% |
| YTD | +10.6% | +69.3% | -58.7% | -10.8% |
| 1Y | +20.4% | +69.5% | -49.1% | -3.5% |
| All | +123.6% | +73.2% | +50.4% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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