+133.7%
GOOG vs KEY
+39.4%
+94.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | +1.1% | +2.7% | -1.7% | +0.4% |
| 30D | -5.1% | -3.2% | -1.8% | -4.3% |
| 3M | -7.1% | +1.0% | -8.0% | -7.4% |
| 6M | +12.7% | +11.9% | +0.8% | +9.6% |
| YTD | +7.1% | +8.7% | -1.6% | +4.7% |
| 1Y | +43.6% | +18.5% | +25.1% | +37.2% |
| 3Y | +146.8% | +124.0% | +22.8% | +99.8% |
| 5Y | +133.7% | +40.8% | +92.9% | +110.2% |
| All | +133.7% | +39.4% | +94.3% | +110.2% |
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