+36.6%
DIS vs KEY
+121.9%
-85.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.1% |
| 7D | +5.3% | -0.4% | +5.7% | +5.5% |
| 30D | +10.2% | +7.2% | +3.0% | +7.5% |
| 3M | +13.5% | -4.9% | +18.5% | +15.4% |
| 6M | +11.1% | +1.1% | +10.1% | +10.2% |
| YTD | +5.5% | +6.8% | -1.3% | +2.4% |
| 1Y | +9.1% | +23.3% | -14.2% | +0.5% |
| 3Y | +36.0% | +126.1% | -90.1% | -1.9% |
| 5Y | -29.8% | +15.2% | -45.0% | -38.1% |
| 10Y | +36.6% | +113.6% | -77.0% | -9.3% |
| All | +36.6% | +121.9% | -85.3% | -9.3% |
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