-31.9%
DIS vs KEY
+11.7%
-43.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.7% |
| 3M | +11.5% | -7.1% | +18.6% | +14.0% |
| 6M | +8.9% | -4.4% | +13.2% | +10.0% |
| YTD | +3.4% | +4.0% | -0.6% | +1.6% |
| 1Y | +7.2% | +23.4% | -16.2% | -0.3% |
| 3Y | +43.3% | +113.9% | -70.6% | +10.4% |
| All | -31.9% | +11.7% | -43.6% | -36.1% |
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 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