-19.3%
IBM vs KEY
+22.3%
-41.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | +7.7% | +6.9% | +0.8% | +4.3% |
| 3M | +3.5% | -5.0% | +8.5% | +5.8% |
| 6M | +7.2% | +0.7% | +6.5% | +5.9% |
| YTD | -15.8% | +6.5% | -22.2% | -17.2% |
| 1Y | -19.3% | +22.6% | -41.9% | -25.9% |
| All | -19.3% | +22.3% | -41.6% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling