+45.4%
ON vs KEY
+19.7%
+25.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.7% | -3.5% |
| 7D | -2.2% | +2.7% | -4.9% | -3.6% |
| 30D | -12.4% | -3.2% | -9.2% | -10.8% |
| 3M | -41.2% | +1.0% | -42.2% | -41.5% |
| 6M | +25.0% | +11.9% | +13.1% | +17.0% |
| YTD | +31.3% | +8.7% | +22.6% | +23.2% |
| 1Y | +45.4% | +18.5% | +27.0% | +30.2% |
| All | +45.4% | +19.7% | +25.7% | +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