+7.4%
AVGO vs KEY
+19.7%
-12.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +3.3% |
| 7D | -0.3% | +2.7% | -3.0% | -0.8% |
| 30D | -13.8% | -3.2% | -10.6% | -13.3% |
| 3M | -6.9% | +1.0% | -7.9% | -7.4% |
| 6M | +11.9% | +11.9% | +0.1% | +8.0% |
| YTD | +6.9% | +8.7% | -1.8% | +3.4% |
| 1Y | +7.4% | +18.5% | -11.1% | +2.4% |
| All | +7.4% | +19.7% | -12.3% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling