+196.2%
W vs KEY
+152.4%
+43.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -3.6% | -1.3% | -2.3% | -2.8% |
| 30D | +7.0% | +5.1% | +1.8% | +4.2% |
| 3M | +7.4% | -7.1% | +14.5% | +11.8% |
| 6M | +69.3% | -4.4% | +73.7% | +74.4% |
| YTD | +11.3% | +4.0% | +7.3% | +9.6% |
| 1Y | +13.2% | +23.4% | -10.2% | +1.7% |
| 3Y | +142.0% | +113.9% | +28.1% | +69.6% |
| 5Y | -54.6% | +12.3% | -66.9% | -58.0% |
| 10Y | +243.7% | +125.5% | +118.2% | +106.3% |
| All | +196.2% | +152.4% | +43.8% | +65.8% |
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