-10.8%
DOW vs KEY
+82.0%
-92.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | -2.4% | +2.2% | -4.6% | -3.4% |
| 30D | +0.4% | -3.0% | +3.4% | +1.6% |
| 3M | -14.4% | +3.3% | -17.7% | -16.2% |
| 6M | -7.0% | +9.2% | -16.2% | -12.1% |
| YTD | +30.2% | +10.6% | +19.6% | +22.0% |
| 1Y | +29.2% | +20.4% | +8.8% | +16.0% |
| 3Y | -36.7% | +121.8% | -158.6% | -59.1% |
| 5Y | -37.7% | +41.1% | -78.8% | -53.1% |
| All | -10.8% | +82.0% | -92.8% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling