-13.0%
TEAM vs KEY
+126.3%
-139.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -16.9% | +1.8% | -18.7% | -17.5% |
| 30D | -26.8% | +7.1% | -33.9% | -28.9% |
| 3M | -1.9% | -5.9% | +4.0% | +0.5% |
| 6M | +79.2% | +2.2% | +77.0% | +76.2% |
| YTD | -6.1% | +6.4% | -12.5% | -10.2% |
| 1Y | -2.1% | +24.8% | -26.8% | -13.7% |
| All | -13.0% | +126.3% | -139.3% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling