+117.1%
AMAT vs KEY
+12.4%
+104.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.7% | -10.8% | -12.5% |
| 7D | -24.3% | -2.5% | -21.8% | -23.5% |
| 30D | -39.8% | +4.1% | -43.9% | -40.7% |
| 3M | -40.2% | -8.4% | -31.8% | -38.2% |
| 6M | -22.1% | -2.3% | -19.8% | -21.5% |
| YTD | +24.7% | +4.6% | +20.1% | +22.4% |
| 1Y | +33.3% | +24.6% | +8.7% | +22.7% |
| 3Y | +133.9% | +112.8% | +21.1% | +74.6% |
| 5Y | +117.1% | +12.9% | +104.1% | +130.0% |
| All | +117.1% | +12.4% | +104.7% | +130.0% |
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