+199.0%
AMD vs KEY
+11.7%
+187.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.6% | +11.3% |
| 7D | -11.0% | -1.3% | -9.8% | -10.5% |
| 30D | -30.5% | +5.1% | -35.6% | -31.9% |
| 3M | -8.2% | -7.1% | -1.1% | -5.3% |
| 6M | +6.6% | -4.4% | +10.9% | +8.4% |
| YTD | +109.7% | +4.0% | +105.7% | +105.3% |
| 1Y | +88.9% | +23.4% | +65.5% | +71.6% |
| 3Y | +301.8% | +113.9% | +187.9% | +188.3% |
| All | +199.0% | +11.7% | +187.4% | +228.1% |
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 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