-20.2%
DOW vs KEY
+127.6%
-147.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +5.2% | +2.9% | +2.3% | +4.0% |
| 30D | +13.2% | +8.4% | +4.8% | +9.6% |
| 3M | +10.1% | -5.8% | +15.9% | +12.3% |
| 6M | -13.1% | +5.4% | -18.5% | -16.0% |
| YTD | +46.1% | +7.1% | +39.1% | +39.0% |
| 1Y | +50.0% | +26.8% | +23.2% | +31.4% |
| 3Y | -20.2% | +128.7% | -148.9% | -44.3% |
| All | -20.2% | +127.6% | -147.9% | -44.3% |
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