+203.0%
AMAT vs KEY
+122.6%
+80.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | +2.2% | -3.7% | -2.4% |
| 30D | -14.8% | -3.0% | -11.8% | -13.8% |
| 3M | -9.3% | +3.3% | -12.6% | -10.5% |
| 6M | +27.4% | +9.2% | +18.2% | +23.1% |
| YTD | +77.6% | +10.6% | +66.9% | +70.4% |
| 1Y | +188.9% | +20.4% | +168.5% | +167.9% |
| All | +203.0% | +122.6% | +80.4% | +131.1% |
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