+2,502.2%
EXC vs KEY
+987.2%
+1,514.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.1% |
| 7D | +1.4% | -2.5% | +3.8% | +1.8% |
| 30D | +11.6% | +4.1% | +7.6% | +10.9% |
| 3M | +2.7% | -8.4% | +11.0% | +4.1% |
| 6M | +2.7% | -2.3% | +5.0% | +2.9% |
| YTD | +9.7% | +4.6% | +5.1% | +8.4% |
| 1Y | +4.5% | +24.6% | -20.0% | +0.2% |
| 3Y | +28.5% | +112.8% | -84.3% | +10.0% |
| 5Y | +43.9% | +12.9% | +31.0% | +32.9% |
| 10Y | +183.7% | +126.7% | +57.1% | +120.5% |
| All | +2,502.2% | +987.2% | +1,514.9% | +1,244.0% |
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