+200.1%
EXC vs KEY
+107.2%
+92.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +8.3% | +6.7% | +1.6% | +6.9% |
| 3M | +2.6% | -4.6% | +7.2% | +3.4% |
| 6M | +5.2% | +2.6% | +2.6% | +4.5% |
| YTD | +7.5% | +7.0% | +0.6% | +5.6% |
| 1Y | +3.2% | +23.5% | -20.3% | -1.6% |
| 3Y | +29.5% | +126.4% | -96.8% | +5.4% |
| 5Y | +39.7% | +13.0% | +26.6% | +29.1% |
| 10Y | +200.1% | +99.5% | +100.6% | +113.5% |
| All | +200.1% | +107.2% | +92.8% | +113.5% |
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