+13,444.1%
GOOG vs KEY
+51.8%
+13,392.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.1% | +2.2% | -4.3% | -2.6% |
| 30D | -6.8% | -3.0% | -3.8% | -6.2% |
| 3M | -9.1% | +3.3% | -12.4% | -9.8% |
| 6M | +10.7% | +9.2% | +1.5% | +8.5% |
| YTD | +7.1% | +10.6% | -3.6% | +4.4% |
| 1Y | +44.6% | +20.4% | +24.2% | +38.2% |
| 3Y | +147.4% | +121.8% | +25.6% | +102.7% |
| 5Y | +133.8% | +41.1% | +92.7% | +105.0% |
| 10Y | +777.5% | +168.5% | +609.0% | +526.9% |
| All | +13,444.1% | +51.8% | +13,392.3% | +8,456.1% |
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