+188.2%
B vs KEY
+168.7%
+19.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +2.2% | -3.8% | -1.6% |
| 30D | +9.4% | -3.0% | +12.5% | +9.5% |
| 3M | +5.0% | +3.3% | +1.6% | +4.9% |
| 6M | -3.5% | +9.2% | -12.7% | -3.7% |
| YTD | +4.5% | +10.6% | -6.2% | +4.2% |
| 1Y | +67.8% | +20.4% | +47.4% | +67.2% |
| 3Y | +196.7% | +121.8% | +74.9% | +195.4% |
| 5Y | +151.9% | +41.1% | +110.8% | +149.4% |
| All | +188.2% | +168.7% | +19.5% | +178.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling