-22.5%
DIS vs KEY
+13.1%
-35.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +1.9% | +2.9% | -1.0% | +1.0% |
| 30D | +9.2% | +8.4% | +0.7% | +6.4% |
| 3M | +13.5% | -5.8% | +19.3% | +15.5% |
| 6M | +14.3% | +5.4% | +8.8% | +11.9% |
| YTD | +5.4% | +7.1% | -1.7% | +2.6% |
| 1Y | +12.2% | +26.8% | -14.6% | +3.4% |
| 3Y | +37.2% | +128.7% | -91.5% | +3.5% |
| All | -22.5% | +13.1% | -35.7% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling