+47.7%
XYZ vs KEY
+132.7%
-85.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -1.0% | +2.2% | -3.2% | -2.2% |
| 30D | -1.7% | -3.0% | +1.3% | +0.2% |
| 3M | +16.7% | +3.3% | +13.4% | +14.1% |
| 6M | +26.9% | +9.2% | +17.7% | +19.6% |
| YTD | +27.1% | +10.6% | +16.5% | +18.1% |
| 1Y | +9.3% | +20.4% | -11.1% | -4.3% |
| All | +47.7% | +132.7% | -85.0% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling