+0.4%
DOW vs KEY
+75.0%
-74.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +3.7% | +1.8% | +1.9% | +2.8% |
| 30D | +16.3% | +7.1% | +9.1% | +12.4% |
| 3M | +9.7% | -5.9% | +15.6% | +12.3% |
| 6M | -14.1% | +2.2% | -16.3% | -16.0% |
| YTD | +46.6% | +6.4% | +40.2% | +39.4% |
| 1Y | +56.8% | +24.8% | +32.1% | +38.1% |
| 3Y | -20.4% | +125.2% | -145.6% | -48.7% |
| 5Y | -27.4% | +13.0% | -40.4% | -38.2% |
| All | +0.4% | +75.0% | -74.6% | -34.8% |
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