+29.6%
KEY vs S
+36.5%
-6.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.4% |
| 7D | +1.7% | -8.2% | +9.9% | +2.0% |
| 30D | +6.8% | -7.6% | +14.4% | +7.0% |
| 3M | -5.8% | +12.0% | -17.8% | -6.5% |
| 6M | +1.4% | +50.6% | -49.1% | -0.7% |
| YTD | +7.5% | +56.6% | -49.1% | +4.0% |
| 1Y | +29.6% | +39.2% | -9.6% | +26.5% |
| All | +29.6% | +36.5% | -6.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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