+148.3%
IBM vs KEY
+14.6%
+133.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +10.1% | +6.7% | +3.4% | +8.6% |
| 3M | +4.8% | -4.6% | +9.4% | +5.8% |
| 6M | +12.6% | +2.6% | +10.0% | +11.8% |
| YTD | -13.9% | +7.0% | -20.9% | -15.1% |
| 1Y | -18.7% | +23.5% | -42.2% | -22.0% |
| 3Y | +81.9% | +126.4% | -44.5% | +56.0% |
| 5Y | +148.3% | +13.0% | +135.3% | +138.2% |
| All | +148.3% | +14.6% | +133.7% | +138.2% |
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