+2,413.6%
IBM vs KEY
+1,050.5%
+1,363.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +2.2% | -2.5% | -0.8% |
| 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% | -6.7% |
| YTD | -19.1% | +10.6% | -29.7% | -20.9% |
| 1Y | -2.5% | +20.4% | -22.9% | -6.5% |
| 3Y | +74.2% | +121.8% | -47.7% | +43.8% |
| 5Y | +113.1% | +41.1% | +72.0% | +86.5% |
| 10Y | +133.5% | +168.5% | -35.0% | +70.4% |
| All | +2,413.6% | +1,050.5% | +1,363.1% | +968.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling