+13.0%
KEY vs S
-67.1%
+80.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +6.7% | -7.3% | +14.0% | +7.5% |
| 3M | -4.6% | +5.9% | -10.5% | -6.1% |
| 6M | +2.6% | +45.6% | -43.0% | -4.0% |
| YTD | +7.0% | +58.5% | -51.6% | -1.9% |
| 1Y | +23.5% | +37.6% | -14.2% | +15.4% |
| 3Y | +126.4% | +51.7% | +74.7% | +105.5% |
| 5Y | +13.0% | -67.5% | +80.5% | +10.7% |
| All | +13.0% | -67.1% | +80.1% | +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