+331.1%
AMD vs KEY
+122.6%
+208.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | +2.2% | +0.4% | +1.5% |
| 30D | -0.9% | -3.0% | +2.1% | +0.5% |
| 3M | -8.7% | +3.3% | -12.1% | -10.1% |
| 6M | +136.3% | +9.2% | +127.1% | +127.0% |
| YTD | +123.0% | +10.6% | +112.3% | +112.1% |
| 1Y | +195.2% | +20.4% | +174.8% | +169.2% |
| All | +331.1% | +122.6% | +208.5% | +225.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling