-70.8%
OPEN vs KEY
+124.0%
-194.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | -4.3% | +2.2% | -6.5% | -5.4% |
| 30D | -16.2% | -3.0% | -13.2% | -14.7% |
| 3M | -36.4% | +3.3% | -39.7% | -37.5% |
| 6M | -35.5% | +9.2% | -44.6% | -38.8% |
| YTD | -46.0% | +10.6% | -56.6% | -49.1% |
| 1Y | -47.1% | +20.4% | -67.5% | -52.7% |
| 3Y | -19.0% | +121.8% | -140.9% | -46.6% |
| 5Y | -83.6% | +41.1% | -124.7% | -87.3% |
| All | -70.8% | +124.0% | -194.8% | -74.0% |
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