+115.5%
IBM vs KEY
+40.7%
+74.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +2.2% | -2.5% | -0.7% |
| 30D | +0.3% | -3.0% | +3.3% | +0.9% |
| 3M | -21.6% | +3.3% | -24.9% | -22.2% |
| 6M | -4.7% | +9.2% | -13.9% | -6.6% |
| YTD | -19.1% | +10.6% | -29.7% | -20.8% |
| 1Y | -2.5% | +20.4% | -22.9% | -6.2% |
| 3Y | +74.2% | +121.8% | -47.7% | +48.7% |
| All | +115.5% | +40.7% | +74.8% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling