+35,474.8%
LOW vs KEY
+1,050.5%
+34,424.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.7% | +2.2% | -3.9% | -2.4% |
| 30D | -7.0% | -3.0% | -4.0% | -6.2% |
| 3M | -0.9% | +3.3% | -4.2% | -1.9% |
| 6M | -20.1% | +9.2% | -29.3% | -22.2% |
| YTD | -13.9% | +10.6% | -24.6% | -16.7% |
| 1Y | -21.1% | +20.4% | -41.5% | -25.8% |
| 3Y | -6.6% | +121.8% | -128.5% | -29.1% |
| 5Y | +9.4% | +41.1% | -31.8% | -9.2% |
| 10Y | +220.5% | +168.5% | +52.0% | +102.6% |
| All | +35,474.8% | +1,050.5% | +34,424.3% | +7,998.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling