+151.8%
TER vs KEY
+106.2%
+45.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.9% |
| 7D | -20.5% | -1.3% | -19.2% | -19.8% |
| 30D | -47.0% | +5.1% | -52.2% | -48.7% |
| 3M | -43.3% | -7.1% | -36.2% | -40.8% |
| 6M | -42.9% | -4.4% | -38.5% | -41.6% |
| YTD | +12.9% | +4.0% | +8.9% | +10.7% |
| 1Y | +18.2% | +23.4% | -5.2% | +5.4% |
| 3Y | +151.8% | +113.9% | +37.9% | +71.9% |
| All | +151.8% | +106.2% | +45.6% | +71.9% |
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