+244.4%
AVGO vs KEY
+106.2%
+138.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -9.9% | -1.3% | -8.7% | -9.5% |
| 30D | -22.0% | +5.1% | -27.1% | -23.4% |
| 3M | -30.0% | -7.1% | -22.9% | -28.2% |
| 6M | -30.7% | -4.4% | -26.4% | -30.0% |
| YTD | -14.7% | +4.0% | -18.7% | -17.0% |
| 1Y | -16.8% | +23.4% | -40.2% | -24.6% |
| 3Y | +244.4% | +113.9% | +130.5% | +171.6% |
| All | +244.4% | +106.2% | +138.2% | +171.6% |
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