+1,660.6%
DIS vs KEY
+1,017.8%
+642.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.7% |
| 7D | +9.1% | +1.7% | +7.4% | +8.6% |
| 30D | +14.8% | +6.8% | +8.0% | +12.7% |
| 3M | +21.2% | -5.8% | +27.0% | +23.1% |
| 6M | +18.3% | +1.4% | +16.9% | +17.5% |
| YTD | +5.4% | +7.5% | -2.2% | +2.7% |
| 1Y | +8.3% | +29.6% | -21.4% | 0.0% |
| 3Y | +44.2% | +118.8% | -74.5% | +12.5% |
| 5Y | -28.0% | +16.8% | -44.8% | -35.5% |
| 10Y | +39.6% | +133.0% | -93.4% | -3.1% |
| All | +1,660.6% | +1,017.8% | +642.8% | +457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling