+37.2%
GOOG vs KEY
+18.3%
+19.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -7.7% | -3.3% | -4.4% | -6.9% |
| 3M | -9.3% | -0.7% | -8.6% | -9.2% |
| 6M | +7.4% | +12.5% | -5.1% | +4.7% |
| YTD | +4.9% | +8.4% | -3.6% | +2.4% |
| 1Y | +37.2% | +18.4% | +18.8% | +28.8% |
| All | +37.2% | +18.3% | +19.0% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling