-35.4%
DOW vs KEY
+122.6%
-158.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -2.4% | +2.2% | -4.6% | -3.2% |
| 30D | +0.4% | -3.0% | +3.4% | +1.4% |
| 3M | -14.4% | +3.3% | -17.7% | -16.0% |
| 6M | -7.0% | +9.2% | -16.2% | -11.3% |
| YTD | +30.2% | +10.6% | +19.6% | +23.0% |
| 1Y | +29.2% | +20.4% | +8.8% | +17.3% |
| All | -35.4% | +122.6% | -158.0% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling