+218.3%
C vs KEY
+107.2%
+111.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -0.4% | -0.5% | +0.1% | 0.0% |
| 30D | -5.3% | +6.7% | -12.0% | -9.3% |
| 3M | -8.0% | -4.6% | -3.4% | -5.2% |
| 6M | -0.3% | +2.6% | -2.8% | -2.0% |
| YTD | +8.6% | +7.0% | +1.7% | +4.1% |
| 1Y | +25.8% | +23.5% | +2.4% | +9.7% |
| 3Y | +221.2% | +126.4% | +94.8% | +83.5% |
| 5Y | +113.6% | +13.0% | +100.5% | +78.4% |
| 10Y | +218.3% | +99.5% | +118.8% | +60.2% |
| All | +218.3% | +107.2% | +111.1% | +60.2% |
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