-24.9%
LOW vs KEY
+19.7%
-44.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | +0.4% | +2.7% | -2.4% | -0.7% |
| 30D | -10.1% | -3.2% | -6.9% | -9.0% |
| 3M | -2.9% | +1.0% | -3.8% | -3.1% |
| 6M | -19.4% | +11.9% | -31.3% | -22.1% |
| YTD | -15.4% | +8.7% | -24.1% | -18.2% |
| 1Y | -24.9% | +18.5% | -43.4% | -30.2% |
| All | -24.9% | +19.7% | -44.7% | -30.2% |
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