+268.1%
EBAY vs KEY
+167.1%
+100.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -3.6% | -3.3% | -0.3% | -3.0% |
| 3M | -4.4% | -0.7% | -3.7% | -4.5% |
| 6M | +12.1% | +12.5% | -0.5% | +9.0% |
| YTD | +19.9% | +8.4% | +11.5% | +17.5% |
| 1Y | +13.4% | +18.4% | -5.1% | +8.9% |
| 3Y | +150.5% | +123.3% | +27.2% | +104.2% |
| 5Y | +54.8% | +38.8% | +16.0% | +36.6% |
| 10Y | +268.1% | +169.3% | +98.8% | +179.6% |
| All | +268.1% | +167.1% | +100.9% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling