-55.9%
W vs KEY
+13.1%
-69.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | -0.1% |
| 7D | +0.2% | +2.9% | -2.8% | -2.0% |
| 30D | +6.8% | +8.4% | -1.6% | +0.4% |
| 3M | +10.7% | -5.8% | +16.4% | +15.9% |
| 6M | +86.3% | +5.4% | +80.9% | +79.8% |
| YTD | +11.5% | +7.1% | +4.4% | +6.2% |
| 1Y | +5.1% | +26.8% | -21.7% | -12.4% |
| 3Y | +171.0% | +128.7% | +42.3% | +50.8% |
| All | -55.9% | +13.1% | -69.0% | -56.9% |
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