+34.2%
DIS vs KEY
+120.9%
-86.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +5.2% | -1.3% | +6.5% | +5.7% |
| 30D | +11.5% | +5.1% | +6.3% | +9.5% |
| 3M | +11.5% | -7.1% | +18.6% | +14.3% |
| 6M | +8.9% | -4.4% | +13.2% | +10.1% |
| YTD | +3.4% | +4.0% | -0.6% | +1.3% |
| 1Y | +7.2% | +23.4% | -16.2% | -1.3% |
| 3Y | +43.3% | +113.9% | -70.6% | +5.4% |
| 5Y | -31.4% | +12.3% | -43.8% | -39.0% |
| All | +34.2% | +120.9% | -86.7% | -10.1% |
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