+293.4%
C vs KEY
+168.7%
+124.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +3.6% | +2.2% | +1.4% | +2.2% |
| 30D | +0.1% | -3.0% | +3.1% | +2.1% |
| 3M | +2.4% | +3.3% | -0.9% | +0.2% |
| 6M | +24.9% | +9.2% | +15.7% | +18.0% |
| YTD | +19.8% | +10.6% | +9.2% | +12.4% |
| 1Y | +44.9% | +20.4% | +24.5% | +28.3% |
| 3Y | +263.0% | +121.8% | +141.1% | +108.8% |
| 5Y | +129.5% | +41.1% | +88.4% | +62.6% |
| All | +293.4% | +168.7% | +124.7% | +71.2% |
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