-54.2%
W vs KEY
+11.7%
-65.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -3.6% | -1.3% | -2.3% | -2.4% |
| 30D | +7.0% | +5.1% | +1.8% | +3.0% |
| 3M | +7.4% | -7.1% | +14.5% | +13.6% |
| 6M | +69.3% | -4.4% | +73.7% | +76.2% |
| YTD | +11.3% | +4.0% | +7.3% | +8.4% |
| 1Y | +13.2% | +23.4% | -10.2% | -3.5% |
| 3Y | +142.0% | +113.9% | +28.1% | +41.6% |
| All | -54.2% | +11.7% | -65.9% | -54.0% |
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