+110.2%
SPOT vs KEY
+11.7%
+98.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | +17.6% | +5.1% | +12.4% | +16.1% |
| 3M | +26.9% | -7.1% | +34.0% | +29.1% |
| 6M | +41.8% | -4.4% | +46.2% | +42.9% |
| YTD | +3.8% | +4.0% | -0.2% | +2.1% |
| 1Y | -2.5% | +23.4% | -25.9% | -8.3% |
| 3Y | +260.6% | +113.9% | +146.7% | +185.7% |
| All | +110.2% | +11.7% | +98.5% | +114.7% |
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