+31.5%
ABNB vs KEY
+75.4%
-43.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.9% |
| 7D | +11.2% | -0.4% | +11.6% | +11.4% |
| 30D | +14.7% | +7.2% | +7.5% | +11.5% |
| 3M | +6.9% | -4.9% | +11.8% | +8.9% |
| 6M | +34.5% | +1.1% | +33.4% | +33.5% |
| YTD | +40.2% | +6.8% | +33.4% | +35.9% |
| 1Y | +57.4% | +23.3% | +34.1% | +44.2% |
| 3Y | +64.7% | +126.1% | -61.3% | +18.2% |
| 5Y | -2.3% | +15.2% | -17.5% | -12.8% |
| All | +31.5% | +75.4% | -43.9% | +22.2% |
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