+200.6%
W vs KEY
+153.7%
+46.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.7% | -5.5% | -6.7% |
| 7D | -5.6% | -2.5% | -3.1% | -4.1% |
| 30D | +7.5% | +4.1% | +3.4% | +5.3% |
| 3M | +5.4% | -8.4% | +13.8% | +10.6% |
| 6M | +79.4% | -2.3% | +81.7% | +82.7% |
| YTD | +12.9% | +4.6% | +8.4% | +10.9% |
| 1Y | +12.4% | +24.6% | -12.1% | +0.4% |
| 3Y | +128.5% | +112.8% | +15.7% | +60.5% |
| 5Y | -54.0% | +12.9% | -66.9% | -57.5% |
| 10Y | +248.8% | +126.7% | +122.1% | +108.7% |
| All | +200.6% | +153.7% | +46.9% | +67.8% |
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