-39.0%
U vs KEY
+133.3%
-172.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.8% | +2.2% | -6.0% | -4.7% |
| 30D | +17.5% | -3.0% | +20.5% | +18.9% |
| 3M | +38.7% | +3.3% | +35.4% | +36.3% |
| 6M | +104.4% | +9.2% | +95.2% | +95.1% |
| YTD | -5.7% | +10.6% | -16.3% | -10.1% |
| 1Y | +3.7% | +20.4% | -16.7% | -4.9% |
| 3Y | +12.3% | +121.8% | -109.5% | -18.8% |
| 5Y | -68.8% | +41.1% | -109.9% | -73.8% |
| All | -39.0% | +133.3% | -172.4% | -34.7% |
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