+138.2%
IBM vs KEY
+11.7%
+126.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -5.0% | -1.3% | -3.7% | -4.7% |
| 30D | +11.1% | +5.1% | +6.0% | +10.0% |
| 3M | +5.7% | -7.1% | +12.8% | +7.3% |
| 6M | +10.1% | -4.4% | +14.5% | +11.0% |
| YTD | -15.6% | +4.0% | -19.6% | -16.3% |
| 1Y | -19.5% | +23.4% | -43.0% | -22.7% |
| 3Y | +80.4% | +113.9% | -33.5% | +56.4% |
| All | +138.2% | +11.7% | +126.5% | +128.8% |
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