+604.2%
COST vs KEY
+171.1%
+433.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | -4.4% | -3.3% | -1.1% | -4.0% |
| 3M | -8.1% | -0.2% | -7.9% | -8.1% |
| 6M | -9.2% | +12.1% | -21.4% | -10.8% |
| YTD | +5.1% | +8.4% | -3.3% | +3.7% |
| 1Y | -5.1% | +17.6% | -22.7% | -7.5% |
| 3Y | +70.4% | +123.3% | -53.0% | +49.8% |
| 5Y | +104.7% | +39.5% | +65.2% | +88.8% |
| All | +604.2% | +171.1% | +433.1% | +483.2% |
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