-41.1%
DIS vs KEY
+40.7%
-81.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | +2.2% | -4.8% | -3.3% |
| 30D | +3.5% | -3.0% | +6.5% | +4.4% |
| 3M | +6.8% | +3.3% | +3.5% | +5.5% |
| 6M | +3.0% | +9.2% | -6.2% | -0.2% |
| YTD | -6.7% | +10.6% | -17.4% | -10.1% |
| 1Y | -10.1% | +20.4% | -30.5% | -15.8% |
| 3Y | +33.0% | +121.8% | -88.8% | +0.7% |
| All | -41.1% | +40.7% | -81.8% | -51.7% |
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