+1,237.1%
AAPL vs KEY
+167.1%
+1,069.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | +2.3% | -3.3% | +5.6% | +3.1% |
| 3M | +8.6% | -0.7% | +9.4% | +8.6% |
| 6M | +21.6% | +12.5% | +9.0% | +17.7% |
| YTD | +16.3% | +8.4% | +7.9% | +13.6% |
| 1Y | +35.1% | +18.4% | +16.6% | +28.8% |
| 3Y | +79.4% | +123.3% | -44.0% | +43.9% |
| 5Y | +109.8% | +38.8% | +71.0% | +83.6% |
| 10Y | +1,237.1% | +169.3% | +1,067.8% | +909.2% |
| All | +1,237.1% | +167.1% | +1,069.9% | +909.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling