+6,406.4%
AMD vs KEY
+168.7%
+6,237.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | +2.2% | +0.4% | +1.7% |
| 30D | -0.9% | -3.0% | +2.1% | +0.2% |
| 3M | -8.7% | +3.3% | -12.1% | -9.8% |
| 6M | +136.3% | +9.2% | +127.1% | +129.0% |
| YTD | +123.0% | +10.6% | +112.3% | +114.5% |
| 1Y | +195.2% | +20.4% | +174.8% | +174.4% |
| 3Y | +336.3% | +121.8% | +214.5% | +222.6% |
| 5Y | +334.5% | +41.1% | +293.3% | +268.8% |
| All | +6,406.4% | +168.7% | +6,237.7% | +3,663.8% |
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