+106.2%
COST vs KEY
+39.4%
+66.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -3.2% | +2.7% | -5.9% | -3.5% |
| 30D | -4.0% | -3.2% | -0.8% | -3.6% |
| 3M | -6.5% | +1.0% | -7.4% | -6.7% |
| 6M | -8.5% | +11.9% | -20.4% | -10.1% |
| YTD | +6.0% | +8.7% | -2.7% | +4.4% |
| 1Y | -5.8% | +18.5% | -24.3% | -8.5% |
| 3Y | +71.8% | +124.0% | -52.1% | +49.0% |
| 5Y | +106.2% | +40.8% | +65.4% | +96.7% |
| All | +106.2% | +39.4% | +66.8% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling