+995.4%
TER vs KEY
+96.4%
+899.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | +14.4% | +2.9% | +11.4% | +13.1% |
| 30D | -30.6% | +8.4% | -39.0% | -32.9% |
| 3M | -39.2% | -5.8% | -33.4% | -37.7% |
| 6M | -31.3% | +5.4% | -36.7% | -32.9% |
| YTD | +29.1% | +7.1% | +22.0% | +26.1% |
| 1Y | +47.4% | +26.8% | +20.6% | +34.3% |
| 3Y | +191.2% | +128.7% | +62.5% | +107.6% |
| 5Y | +74.0% | +13.6% | +60.3% | +57.0% |
| All | +995.4% | +96.4% | +899.0% | +664.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling