-21.1%
LOW vs KEY
+21.3%
-42.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.7% | +2.2% | -3.9% | -2.5% |
| 30D | -7.0% | -3.0% | -4.0% | -6.0% |
| 3M | -0.9% | +3.3% | -4.2% | -2.0% |
| 6M | -20.1% | +9.2% | -29.3% | -22.5% |
| YTD | -13.9% | +10.6% | -24.6% | -17.2% |
| 1Y | -21.1% | +20.4% | -41.5% | -27.1% |
| All | -21.1% | +21.3% | -42.5% | -27.1% |
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