+167.6%
AMAT vs KEY
+14.6%
+152.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.9% |
| 7D | +7.0% | -0.5% | +7.5% | +7.4% |
| 30D | -20.6% | +6.7% | -27.3% | -22.4% |
| 3M | -24.8% | -4.6% | -20.1% | -23.4% |
| 6M | -10.7% | +2.6% | -13.3% | -11.6% |
| YTD | +54.3% | +7.0% | +47.3% | +50.3% |
| 1Y | +73.7% | +23.5% | +50.3% | +60.5% |
| 3Y | +168.4% | +126.4% | +42.0% | +96.2% |
| 5Y | +167.6% | +13.0% | +154.5% | +184.3% |
| All | +167.6% | +14.6% | +152.9% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling