+2,662.4%
DELL vs KEY
+96.4%
+2,566.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.6% | -7.8% | -7.4% |
| 7D | +4.9% | +2.9% | +1.9% | +3.8% |
| 30D | -32.1% | +8.4% | -40.5% | -34.0% |
| 3M | -30.2% | -5.8% | -24.5% | -28.6% |
| 6M | +41.7% | +5.4% | +36.3% | +39.1% |
| YTD | +176.6% | +7.1% | +169.5% | +169.4% |
| 1Y | +159.9% | +26.8% | +133.1% | +138.2% |
| 3Y | +388.0% | +128.7% | +259.3% | +259.7% |
| 5Y | +578.2% | +13.6% | +564.6% | +512.5% |
| All | +2,662.4% | +96.4% | +2,566.0% | +1,828.9% |
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 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