+48.6%
AMZN vs KEY
+11.7%
+37.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +7.9% | -1.3% | +9.2% | +8.3% |
| 30D | -0.2% | +5.1% | -5.4% | -1.8% |
| 3M | -4.8% | -7.1% | +2.3% | -2.8% |
| 6M | -5.7% | -4.4% | -1.3% | -4.7% |
| YTD | +12.3% | +4.0% | +8.3% | +10.3% |
| 1Y | +6.7% | +23.4% | -16.7% | -0.7% |
| 3Y | +85.6% | +113.9% | -28.4% | +45.1% |
| All | +48.6% | +11.7% | +37.0% | +52.4% |
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 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