-89.0%
OPEN vs KEY
+116.7%
-205.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.3% | -4.0% |
| 7D | -15.0% | +2.9% | -17.9% | -16.4% |
| 30D | -40.2% | +8.4% | -48.6% | -42.8% |
| 3M | -67.4% | -5.8% | -61.6% | -66.2% |
| 6M | -74.0% | +5.4% | -79.5% | -74.7% |
| YTD | -79.6% | +7.1% | -86.6% | -80.4% |
| 1Y | -86.1% | +26.8% | -112.9% | -87.9% |
| 3Y | -41.4% | +128.7% | -170.1% | -61.7% |
| 5Y | -94.9% | +13.6% | -108.5% | -96.0% |
| All | -89.0% | +116.7% | -205.7% | -89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling