+12.2%
KEY vs S
-67.4%
+79.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | -1.3% | -13.4% | +12.2% | +0.6% |
| 30D | +5.1% | -14.0% | +19.1% | +7.0% |
| 3M | -7.1% | +4.9% | -12.0% | -8.5% |
| 6M | -4.4% | +42.0% | -46.4% | -10.3% |
| YTD | +4.0% | +45.1% | -41.1% | -3.4% |
| 1Y | +23.4% | +33.1% | -9.7% | +15.8% |
| 3Y | +113.9% | +40.6% | +73.3% | +96.3% |
| All | +12.2% | -67.4% | +79.6% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling