-29.5%
DOW vs KEY
+11.7%
-41.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -9.5% | -1.3% | -8.2% | -9.2% |
| 30D | +13.1% | +5.1% | +7.9% | +11.1% |
| 3M | +4.8% | -7.1% | +11.9% | +7.1% |
| 6M | -16.7% | -4.4% | -12.3% | -16.1% |
| YTD | +38.9% | +4.0% | +34.9% | +35.0% |
| 1Y | +48.3% | +23.4% | +24.9% | +35.4% |
| 3Y | -24.4% | +113.9% | -138.3% | -42.7% |
| All | -29.5% | +11.7% | -41.2% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling