+163.8%
ON vs KEY
+192.1%
-28.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -11.7% | -1.3% | -10.4% | -11.1% |
| 30D | -23.3% | +5.1% | -28.4% | -24.9% |
| 3M | -19.2% | -7.1% | -12.1% | -16.4% |
| 6M | -40.1% | -4.4% | -35.8% | -39.0% |
| YTD | +16.9% | +4.0% | +12.9% | +15.0% |
| 1Y | +29.7% | +23.4% | +6.3% | +18.4% |
| 3Y | -4.4% | +113.9% | -118.3% | -31.2% |
| 5Y | +7.1% | +12.3% | -5.3% | -3.7% |
| 10Y | +447.2% | +125.5% | +321.7% | +260.5% |
| All | +163.8% | +192.1% | -28.3% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling