+14,046.2%
COST vs KEY
+1,006.4%
+13,039.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.5% | +1.8% | +0.7% | +2.2% |
| 30D | +14.6% | +7.1% | +7.4% | +13.1% |
| 3M | +15.2% | -5.9% | +21.1% | +16.4% |
| 6M | +7.2% | +2.2% | +5.0% | +6.5% |
| YTD | +27.4% | +6.4% | +21.0% | +25.3% |
| 1Y | +20.2% | +24.8% | -4.6% | +14.6% |
| 3Y | +96.9% | +125.2% | -28.4% | +64.2% |
| 5Y | +122.8% | +13.0% | +109.9% | +105.1% |
| 10Y | +764.3% | +98.5% | +665.8% | +556.0% |
| All | +14,046.2% | +1,006.4% | +13,039.8% | +4,551.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling