+11,830.0%
GOOG vs KEY
+46.0%
+11,784.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +4.8% | +1.8% | +3.1% | +4.4% |
| 30D | -15.5% | +7.1% | -22.6% | -16.9% |
| 3M | -13.7% | -5.9% | -7.8% | -12.6% |
| 6M | -23.0% | +2.2% | -25.2% | -23.5% |
| YTD | -5.7% | +6.4% | -12.1% | -7.3% |
| 1Y | +3.0% | +24.8% | -21.7% | -2.3% |
| 3Y | +122.4% | +125.2% | -2.8% | +82.0% |
| 5Y | +99.2% | +13.0% | +86.3% | +83.4% |
| 10Y | +690.8% | +98.5% | +592.4% | +502.3% |
| All | +11,830.0% | +46.0% | +11,784.0% | +7,492.2% |
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 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