+202.8%
TER vs KEY
+40.7%
+162.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +0.6% | +2.2% | -1.6% | -0.4% |
| 30D | -8.3% | -3.0% | -5.3% | -6.9% |
| 3M | -12.2% | +3.3% | -15.5% | -13.5% |
| 6M | +17.1% | +9.2% | +7.9% | +13.2% |
| YTD | +84.7% | +10.6% | +74.0% | +77.9% |
| 1Y | +199.9% | +20.4% | +179.5% | +178.4% |
| 3Y | +232.8% | +121.8% | +110.9% | +143.1% |
| All | +202.8% | +40.7% | +162.1% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling