+149.9%
IBM vs KEY
+121.9%
+28.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.3% |
| 7D | -2.5% | -0.4% | -2.2% | -2.4% |
| 30D | +8.4% | +7.2% | +1.1% | +6.2% |
| 3M | +4.5% | -4.9% | +9.4% | +5.9% |
| 6M | +7.9% | +1.1% | +6.8% | +7.3% |
| YTD | -15.2% | +6.8% | -22.0% | -16.9% |
| 1Y | -17.6% | +23.3% | -40.9% | -22.4% |
| 3Y | +82.1% | +126.1% | -44.0% | +41.3% |
| 5Y | +143.3% | +15.2% | +128.1% | +119.6% |
| 10Y | +149.9% | +113.6% | +36.3% | +80.1% |
| All | +149.9% | +121.9% | +28.0% | +80.1% |
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 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