+700.7%
GOOGL vs KEY
+95.2%
+605.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +5.7% | +1.8% | +3.9% | +5.2% |
| 30D | -15.6% | +7.1% | -22.7% | -17.1% |
| 3M | -13.0% | -5.9% | -7.1% | -11.8% |
| 6M | -22.8% | +2.2% | -25.0% | -23.4% |
| YTD | -4.4% | +6.4% | -10.8% | -6.3% |
| 1Y | +4.5% | +24.8% | -20.3% | -1.7% |
| 3Y | +127.4% | +125.2% | +2.2% | +80.9% |
| 5Y | +102.8% | +13.0% | +89.9% | +86.8% |
| All | +700.7% | +95.2% | +605.4% | +530.3% |
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