+111.7%
SPOT vs KEY
+39.4%
+72.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.1% |
| 7D | -2.9% | +2.7% | -5.6% | -3.5% |
| 30D | +8.3% | -3.2% | +11.5% | +9.1% |
| 3M | +5.1% | +1.0% | +4.1% | +4.6% |
| 6M | -6.5% | +11.9% | -18.3% | -9.4% |
| YTD | -9.0% | +8.7% | -17.7% | -11.3% |
| 1Y | -26.4% | +18.5% | -44.9% | -30.0% |
| 3Y | +240.0% | +124.0% | +116.1% | +167.2% |
| 5Y | +111.7% | +40.8% | +70.9% | +105.7% |
| All | +111.7% | +39.4% | +72.3% | +105.7% |
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