+29.4%
DOW vs KEY
+19.7%
+9.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -2.9% | +2.7% | -5.7% | -3.1% |
| 30D | +2.0% | -3.2% | +5.2% | +2.1% |
| 3M | -12.5% | +1.0% | -13.5% | -13.2% |
| 6M | -9.2% | +11.9% | -21.1% | -12.9% |
| YTD | +30.8% | +8.7% | +22.1% | +25.7% |
| 1Y | +29.4% | +18.5% | +10.9% | +14.0% |
| All | +29.4% | +19.7% | +9.7% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling