+7.7%
DIS vs KEY
+22.3%
-14.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.4% | +0.5% | +3.9% | +4.2% |
| 30D | +10.3% | +6.9% | +3.5% | +8.2% |
| 3M | +15.5% | -5.0% | +20.5% | +17.0% |
| 6M | +11.2% | +0.7% | +10.5% | +9.9% |
| YTD | +5.6% | +6.5% | -0.9% | +2.5% |
| 1Y | +7.7% | +22.6% | -14.9% | -2.0% |
| All | +7.7% | +22.3% | -14.5% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling