+163.6%
W vs KEY
+168.5%
-4.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.4% |
| 7D | -4.2% | +2.2% | -6.4% | -5.3% |
| 30D | -7.6% | -3.0% | -4.5% | -6.1% |
| 3M | +37.2% | +3.3% | +33.8% | +35.1% |
| 6M | +26.3% | +9.2% | +17.1% | +20.8% |
| YTD | -1.0% | +10.6% | -11.6% | -5.8% |
| 1Y | +20.1% | +20.4% | -0.3% | +8.9% |
| 3Y | +37.8% | +121.8% | -84.1% | -5.8% |
| 5Y | -63.7% | +41.1% | -104.8% | -69.5% |
| 10Y | +156.3% | +168.5% | -12.2% | +42.5% |
| All | +163.6% | +168.5% | -4.9% | +42.5% |
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