+2,340.5%
EXC vs KEY
+1,050.5%
+1,290.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | +2.2% | -1.9% | -0.1% |
| 30D | -3.7% | -3.0% | -0.7% | -3.2% |
| 3M | -1.3% | +3.3% | -4.6% | -1.9% |
| 6M | -9.7% | +9.2% | -18.9% | -11.2% |
| YTD | +2.9% | +10.6% | -7.8% | +0.8% |
| 1Y | +4.4% | +20.4% | -16.0% | +0.6% |
| 3Y | +22.2% | +121.8% | -99.6% | +3.8% |
| 5Y | +46.7% | +41.1% | +5.6% | +30.2% |
| 10Y | +155.3% | +168.5% | -13.2% | +93.0% |
| All | +2,340.5% | +1,050.5% | +1,290.0% | +1,149.4% |
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