-6.2%
DOW vs KEY
+75.7%
-81.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.6% |
| 7D | -9.4% | -0.4% | -9.0% | -9.3% |
| 30D | +8.9% | +7.2% | +1.7% | +5.3% |
| 3M | +6.7% | -4.9% | +11.7% | +8.8% |
| 6M | -14.2% | +1.1% | -15.3% | -15.7% |
| YTD | +36.9% | +6.8% | +30.1% | +30.0% |
| 1Y | +45.8% | +23.3% | +22.5% | +29.1% |
| 3Y | -23.9% | +126.1% | -150.0% | -51.1% |
| 5Y | -30.8% | +15.2% | -46.0% | -41.7% |
| All | -6.2% | +75.7% | -81.9% | -39.2% |
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