+1,594.6%
T vs KEY
+987.2%
+607.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | +4.3% | -2.5% | +6.8% | +4.8% |
| 30D | -9.7% | +4.1% | -13.7% | -10.5% |
| 3M | -4.3% | -8.4% | +4.0% | -2.6% |
| 6M | -13.7% | -2.3% | -11.4% | -13.4% |
| YTD | -8.0% | +4.6% | -12.5% | -9.3% |
| 1Y | -6.9% | +24.6% | -31.5% | -11.8% |
| 3Y | +59.7% | +112.8% | -53.0% | +31.3% |
| 5Y | +53.4% | +12.9% | +40.5% | +39.0% |
| 10Y | +58.2% | +126.7% | -68.4% | +15.5% |
| All | +1,594.6% | +987.2% | +607.4% | +628.3% |
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