+33.5%
KEY vs S
-48.9%
+82.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.0% | -5.4% | +1.7% |
| 7D | -0.4% | +1.6% | -1.9% | -0.6% |
| 30D | +7.2% | -10.5% | +17.7% | +8.4% |
| 3M | -4.9% | +9.9% | -14.8% | -6.7% |
| 6M | +1.1% | +41.8% | -40.7% | -4.4% |
| YTD | +6.8% | +56.8% | -50.0% | -0.9% |
| 1Y | +23.3% | +39.0% | -15.7% | +16.0% |
| 3Y | +126.1% | +53.8% | +72.2% | +107.9% |
| 5Y | +15.2% | -68.6% | +83.8% | +7.1% |
| All | +33.5% | -48.9% | +82.3% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling