+6.6%
ON vs KEY
+127.6%
-121.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.0% |
| 7D | +12.2% | +2.9% | +9.3% | +10.2% |
| 30D | -3.1% | +8.4% | -11.6% | -8.1% |
| 3M | -12.9% | -5.8% | -7.1% | -9.1% |
| 6M | -38.6% | +5.4% | -44.0% | -40.6% |
| YTD | +31.2% | +7.1% | +24.2% | +24.8% |
| 1Y | +47.6% | +26.8% | +20.8% | +25.2% |
| 3Y | +6.6% | +128.7% | -122.1% | -35.5% |
| All | +6.6% | +127.6% | -121.0% | -35.5% |
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