+3,653.2%
FIX vs KEY
+120.9%
+3,532.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +6.0% | +5.7% |
| 7D | -17.5% | -1.3% | -16.2% | -17.0% |
| 30D | -41.6% | +5.1% | -46.7% | -43.1% |
| 3M | -40.6% | -7.1% | -33.5% | -38.7% |
| 6M | -49.4% | -4.4% | -45.0% | -48.5% |
| YTD | +9.2% | +4.0% | +5.2% | +6.8% |
| 1Y | +6.5% | +23.4% | -17.0% | -4.0% |
| 3Y | +448.7% | +113.9% | +334.8% | +274.9% |
| 5Y | +948.7% | +12.3% | +936.4% | +814.2% |
| All | +3,653.2% | +120.9% | +3,532.3% | +1,956.4% |
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 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