+42.1%
RF vs KEY
+11.7%
+30.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | 0.0% |
| 7D | -0.9% | -1.3% | +0.4% | 0.0% |
| 30D | +6.0% | +5.1% | +0.9% | +2.4% |
| 3M | -8.9% | -7.1% | -1.8% | -4.2% |
| 6M | +2.3% | -4.4% | +6.7% | +5.6% |
| YTD | +7.6% | +4.0% | +3.5% | +5.0% |
| 1Y | +21.2% | +23.4% | -2.2% | +5.5% |
| 3Y | +108.5% | +113.9% | -5.4% | +26.4% |
| All | +42.1% | +11.7% | +30.4% | +38.6% |
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