+278.5%
AVGO vs KEY
+127.6%
+150.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -5.0% |
| 7D | +18.2% | +2.9% | +15.2% | +16.9% |
| 30D | +0.2% | +8.4% | -8.2% | -2.6% |
| 3M | -16.8% | -5.8% | -11.0% | -15.1% |
| 6M | -16.5% | +5.4% | -21.9% | -18.7% |
| YTD | +0.8% | +7.1% | -6.2% | -3.0% |
| 1Y | +2.8% | +26.8% | -24.0% | -7.8% |
| 3Y | +278.5% | +128.7% | +149.9% | +198.1% |
| All | +278.5% | +127.6% | +150.9% | +198.1% |
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