+147.3%
IBM vs KEY
+96.4%
+50.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +1.6% | +2.9% | -1.4% | +0.7% |
| 30D | +9.2% | +8.4% | +0.8% | +6.7% |
| 3M | +4.9% | -5.8% | +10.7% | +6.6% |
| 6M | +16.8% | +5.4% | +11.3% | +14.8% |
| YTD | -14.3% | +7.1% | -21.3% | -16.0% |
| 1Y | -16.7% | +26.8% | -43.5% | -22.2% |
| 3Y | +82.2% | +128.7% | -46.5% | +41.0% |
| 5Y | +149.9% | +13.6% | +136.3% | +126.7% |
| All | +147.3% | +96.4% | +50.8% | +81.0% |
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