+7.8%
ON vs KEY
+11.7%
-3.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -11.7% | -1.3% | -10.4% | -11.0% |
| 30D | -23.3% | +5.1% | -28.4% | -25.2% |
| 3M | -19.2% | -7.1% | -12.1% | -15.8% |
| 6M | -40.1% | -4.4% | -35.8% | -38.7% |
| YTD | +16.9% | +4.0% | +12.9% | +14.4% |
| 1Y | +29.7% | +23.4% | +6.3% | +16.2% |
| 3Y | -4.4% | +113.9% | -118.3% | -33.8% |
| All | +7.8% | +11.7% | -3.9% | +17.3% |
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