+23.4%
KEY vs S
+31.6%
-8.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.6% |
| 7D | -1.3% | -13.4% | +12.2% | -0.7% |
| 30D | +5.1% | -14.0% | +19.1% | +5.7% |
| 3M | -7.1% | +4.9% | -12.0% | -7.5% |
| 6M | -4.4% | +42.0% | -46.4% | -6.2% |
| YTD | +4.0% | +45.1% | -41.1% | +0.9% |
| 1Y | +23.4% | +33.1% | -9.7% | +20.7% |
| All | +23.4% | +31.6% | -8.2% | +20.7% |
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