-2.7%
TEAM vs KEY
+22.7%
-25.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.5% |
| 7D | -17.2% | -0.4% | -16.8% | -17.2% |
| 30D | -25.1% | +7.2% | -32.3% | -25.5% |
| 3M | +3.9% | -4.9% | +8.8% | +3.6% |
| 6M | +69.1% | +1.1% | +68.0% | +68.8% |
| YTD | -4.5% | +6.8% | -11.3% | -7.0% |
| All | -2.7% | +22.7% | -25.3% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling