+56.8%
ABNB vs KEY
+127.6%
-70.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.8% |
| 7D | -1.7% | +2.9% | -4.6% | -3.1% |
| 30D | +11.8% | +8.4% | +3.4% | +7.5% |
| 3M | +0.9% | -5.8% | +6.7% | +3.7% |
| 6M | +40.5% | +5.4% | +35.0% | +36.3% |
| YTD | +37.6% | +7.1% | +30.6% | +32.2% |
| 1Y | +54.1% | +26.8% | +27.3% | +36.4% |
| 3Y | +56.8% | +128.7% | -71.9% | +1.7% |
| All | +56.8% | +127.6% | -70.9% | +1.7% |
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