+322.4%
NET vs KEY
+113.1%
+209.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.3% |
| 7D | -16.4% | +1.7% | -18.0% | -17.0% |
| 30D | -25.8% | +6.8% | -32.6% | -28.1% |
| 3M | -11.5% | -5.8% | -5.7% | -9.2% |
| 6M | +18.9% | +1.4% | +17.5% | +17.4% |
| YTD | +35.2% | +7.5% | +27.7% | +29.1% |
| 1Y | +14.5% | +29.6% | -15.2% | -0.5% |
| All | +322.4% | +113.1% | +209.3% | +156.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling