-1.4%
DOW vs KEY
+75.9%
-77.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | +15.7% | +6.7% | +9.0% | +12.1% |
| 3M | +5.3% | -4.6% | +9.9% | +7.1% |
| 6M | -14.2% | +2.6% | -16.8% | -16.2% |
| YTD | +43.9% | +7.0% | +37.0% | +36.6% |
| 1Y | +53.1% | +23.5% | +29.6% | +35.5% |
| 3Y | -21.8% | +126.4% | -148.2% | -49.8% |
| 5Y | -28.3% | +13.0% | -41.3% | -38.9% |
| All | -1.4% | +75.9% | -77.3% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling