+371.6%
ALL vs KEY
+96.4%
+275.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | +5.0% | +2.9% | +2.1% | +4.1% |
| 30D | +13.3% | +8.4% | +4.9% | +10.4% |
| 3M | +3.2% | -5.8% | +8.9% | +5.0% |
| 6M | +25.3% | +5.4% | +19.9% | +22.8% |
| YTD | +30.5% | +7.1% | +23.4% | +26.7% |
| 1Y | +29.2% | +26.8% | +2.4% | +18.7% |
| 3Y | +119.1% | +128.7% | -9.6% | +58.5% |
| 5Y | +162.6% | +13.6% | +149.0% | +132.6% |
| All | +371.6% | +96.4% | +275.2% | +215.2% |
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