-68.4%
U vs KEY
+11.7%
-80.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.8% |
| 7D | +36.6% | -1.3% | +37.9% | +37.3% |
| 30D | +13.3% | +5.1% | +8.2% | +9.4% |
| 3M | +26.2% | -7.1% | +33.3% | +31.3% |
| 6M | +88.7% | -4.4% | +93.1% | +91.9% |
| YTD | +16.6% | +4.0% | +12.6% | +12.4% |
| 1Y | +29.0% | +23.4% | +5.5% | +11.5% |
| 3Y | +99.5% | +113.9% | -14.4% | +22.5% |
| All | -68.4% | +11.7% | -80.1% | -69.3% |
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