+26.0%
V vs KEY
+22.4%
+3.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +9.9% | +6.9% | +3.1% | +8.1% |
| 3M | +17.5% | -5.0% | +22.5% | +18.9% |
| 6M | +33.5% | +0.7% | +32.7% | +32.8% |
| YTD | +21.6% | +6.5% | +15.1% | +18.4% |
| All | +26.0% | +22.4% | +3.6% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling