+8,520.0%
AMD vs KEY
+95.2%
+8,424.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.0% |
| 7D | +44.7% | +1.8% | +43.0% | +43.9% |
| 30D | -3.3% | +7.1% | -10.5% | -5.6% |
| 3M | +21.2% | -5.9% | +27.1% | +24.0% |
| 6M | +30.6% | +2.2% | +28.4% | +29.5% |
| YTD | +173.3% | +6.4% | +166.9% | +166.7% |
| 1Y | +126.1% | +24.8% | +101.3% | +108.0% |
| 3Y | +393.5% | +125.2% | +268.3% | +265.7% |
| 5Y | +295.8% | +13.0% | +282.8% | +261.6% |
| All | +8,520.0% | +95.2% | +8,424.8% | +6,774.4% |
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