+121.1%
COST vs KEY
+16.6%
+104.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.8% |
| 7D | +2.5% | -0.4% | +2.8% | +2.5% |
| 30D | +12.8% | +7.2% | +5.6% | +11.7% |
| 3M | +12.7% | -4.9% | +17.6% | +13.4% |
| 6M | +6.0% | +1.1% | +5.0% | +5.7% |
| YTD | +24.4% | +6.8% | +17.6% | +22.7% |
| 1Y | +16.2% | +23.3% | -7.1% | +12.2% |
| 3Y | +96.9% | +126.1% | -29.2% | +70.3% |
| 5Y | +121.1% | +15.2% | +105.9% | +116.4% |
| All | +121.1% | +16.6% | +104.6% | +116.4% |
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