-11.4%
TEAM vs KEY
+106.2%
-117.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.5% | -15.6% | -15.9% |
| 7D | -19.8% | -1.3% | -18.6% | -19.4% |
| 30D | -21.5% | +5.1% | -26.7% | -23.2% |
| 3M | +39.5% | -7.1% | +46.6% | +43.7% |
| 6M | +73.1% | -4.4% | +77.4% | +75.3% |
| YTD | -5.2% | +4.0% | -9.2% | -8.5% |
| 1Y | -1.6% | +23.4% | -25.0% | -12.9% |
| 3Y | -11.4% | +113.9% | -125.4% | -41.5% |
| All | -11.4% | +106.2% | -117.7% | -41.5% |
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