-24.7%
U vs KEY
+119.3%
-144.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | +36.6% | -1.3% | +37.9% | +37.1% |
| 30D | +13.3% | +5.1% | +8.2% | +10.5% |
| 3M | +26.2% | -7.1% | +33.3% | +29.9% |
| 6M | +88.7% | -4.4% | +93.1% | +91.2% |
| YTD | +16.6% | +4.0% | +12.6% | +13.8% |
| 1Y | +29.0% | +23.4% | +5.5% | +16.6% |
| 3Y | +99.5% | +113.9% | -14.4% | +46.6% |
| 5Y | -66.1% | +12.3% | -78.4% | -72.1% |
| All | -24.7% | +119.3% | -144.0% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling