+1,162.1%
AMAT vs KEY
+120.9%
+1,041.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | -14.7% | -1.3% | -13.4% | -14.2% |
| 30D | -36.1% | +5.1% | -41.2% | -37.5% |
| 3M | -36.9% | -7.1% | -29.7% | -35.0% |
| 6M | -22.2% | -4.4% | -17.8% | -20.9% |
| YTD | +29.9% | +4.0% | +25.9% | +27.5% |
| 1Y | +43.3% | +23.4% | +19.9% | +30.7% |
| 3Y | +142.7% | +113.9% | +28.8% | +70.4% |
| 5Y | +126.2% | +12.3% | +113.9% | +101.5% |
| All | +1,162.1% | +120.9% | +1,041.2% | +840.9% |
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