+750.9%
GOOGL vs KEY
+167.0%
+583.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.4% |
| 7D | +1.1% | +2.7% | -1.7% | +0.4% |
| 30D | -4.4% | -3.2% | -1.2% | -3.7% |
| 3M | -6.8% | +1.0% | -7.8% | -7.1% |
| 6M | +13.6% | +11.9% | +1.7% | +10.3% |
| YTD | +8.3% | +8.7% | -0.4% | +5.8% |
| 1Y | +44.9% | +18.5% | +26.5% | +38.3% |
| 3Y | +150.5% | +124.0% | +26.5% | +99.7% |
| 5Y | +137.7% | +40.8% | +96.9% | +107.0% |
| 10Y | +750.9% | +167.0% | +583.9% | +511.6% |
| All | +750.9% | +167.0% | +583.9% | +511.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling