+96.2%
GOOG vs KEY
+14.6%
+81.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | -18.1% | +6.9% | -25.0% | -19.5% |
| 3M | -19.9% | -5.0% | -14.9% | -19.0% |
| 6M | -28.2% | +0.7% | -28.9% | -28.5% |
| YTD | -9.0% | +6.5% | -15.5% | -10.8% |
| 1Y | -1.7% | +22.6% | -24.3% | -6.9% |
| 3Y | +114.5% | +125.3% | -10.8% | +73.2% |
| 5Y | +96.2% | +13.9% | +82.2% | +96.6% |
| All | +96.2% | +14.6% | +81.6% | +96.6% |
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