+363.8%
ALL vs KEY
+121.9%
+241.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | -3.9% | -0.4% | -3.5% | -3.8% |
| 30D | +10.6% | +7.2% | +3.4% | +8.2% |
| 3M | -4.6% | -4.9% | +0.4% | -3.1% |
| 6M | +20.2% | +1.1% | +19.1% | +19.3% |
| YTD | +23.7% | +6.8% | +16.9% | +20.2% |
| 1Y | +27.9% | +23.3% | +4.6% | +18.5% |
| 3Y | +109.2% | +126.1% | -16.9% | +51.9% |
| 5Y | +148.0% | +15.2% | +132.8% | +118.5% |
| 10Y | +363.8% | +113.6% | +250.2% | +196.9% |
| All | +363.8% | +121.9% | +241.9% | +196.9% |
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