+43.8%
EXC vs KEY
+11.7%
+32.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | +10.0% | +5.1% | +4.8% | +9.6% |
| 3M | +1.6% | -7.1% | +8.7% | +2.1% |
| 6M | +3.3% | -4.4% | +7.6% | +3.5% |
| YTD | +7.6% | +4.0% | +3.5% | +7.0% |
| 1Y | +3.5% | +23.4% | -19.9% | +1.5% |
| 3Y | +27.7% | +113.9% | -86.2% | +17.0% |
| All | +43.8% | +11.7% | +32.2% | +40.0% |
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 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