-10.4%
DOW vs KEY
+78.8%
-89.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.3% |
| 7D | -2.9% | +2.7% | -5.7% | -4.2% |
| 30D | +2.0% | -3.2% | +5.2% | +3.4% |
| 3M | -12.5% | +1.0% | -13.5% | -13.5% |
| 6M | -9.2% | +11.9% | -21.1% | -15.2% |
| YTD | +30.8% | +8.7% | +22.1% | +23.6% |
| 1Y | +29.4% | +18.5% | +10.9% | +17.1% |
| 3Y | -34.6% | +124.0% | -158.5% | -57.9% |
| 5Y | -35.9% | +40.8% | -76.8% | -51.8% |
| All | -10.4% | +78.8% | -89.2% | -42.2% |
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