-53.1%
W vs KEY
+14.6%
-67.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | -7.4% | -0.5% | -6.9% | -6.8% |
| 30D | +7.8% | +6.7% | +1.1% | +2.6% |
| 3M | +10.9% | -4.6% | +15.5% | +14.9% |
| 6M | +86.4% | +2.6% | +83.8% | +83.7% |
| YTD | +14.0% | +7.0% | +7.0% | +8.7% |
| 1Y | +3.5% | +23.5% | -19.9% | -11.9% |
| 3Y | +164.8% | +126.4% | +38.4% | +48.5% |
| 5Y | -53.1% | +13.0% | -66.1% | -54.3% |
| All | -53.1% | +14.6% | -67.8% | -54.3% |
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