+5,710.3%
AMD vs KEY
+122.1%
+5,588.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.7% | -14.5% | -16.3% |
| 7D | -28.6% | -2.5% | -26.1% | -27.8% |
| 30D | -37.7% | +4.1% | -41.8% | -38.6% |
| 3M | -16.1% | -8.4% | -7.8% | -13.5% |
| 6M | +13.8% | -2.3% | +16.1% | +14.7% |
| YTD | +88.8% | +4.6% | +84.3% | +85.3% |
| 1Y | +57.8% | +24.6% | +33.2% | +45.1% |
| 3Y | +260.3% | +112.8% | +147.5% | +172.6% |
| 5Y | +196.6% | +12.9% | +183.7% | +171.2% |
| All | +5,710.3% | +122.1% | +5,588.3% | +5,141.2% |
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