-11.7%
KR vs KEY
+21.3%
-33.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.2% |
| 7D | +1.5% | +2.2% | -0.7% | +1.9% |
| 30D | +4.1% | -3.0% | +7.1% | +3.5% |
| 3M | -5.2% | +3.3% | -8.6% | -4.4% |
| 6M | -12.8% | +9.2% | -22.0% | -10.3% |
| YTD | -4.6% | +10.6% | -15.3% | -2.4% |
| 1Y | -11.7% | +20.4% | -32.1% | -9.9% |
| All | -11.7% | +21.3% | -33.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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