-26.4%
NOW vs KEY
+11.7%
-38.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | -26.0% | +5.1% | -31.2% | -27.1% |
| 3M | -13.1% | -7.1% | -6.0% | -11.6% |
| 6M | +14.5% | -4.4% | +18.9% | +15.2% |
| YTD | -33.4% | +4.0% | -37.5% | -35.0% |
| 1Y | -40.6% | +23.4% | -64.0% | -45.0% |
| 3Y | -16.3% | +113.9% | -130.2% | -35.1% |
| All | -26.4% | +11.7% | -38.0% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling