+76.3%
INFY vs KEY
+171.1%
-94.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -9.8% | -1.8% | -8.0% | -9.4% |
| 30D | -13.4% | -3.3% | -10.1% | -12.7% |
| 3M | -7.2% | -0.2% | -7.0% | -7.3% |
| 6M | -20.6% | +12.1% | -32.7% | -23.0% |
| YTD | -37.5% | +8.4% | -45.9% | -38.8% |
| 1Y | -33.4% | +17.6% | -51.0% | -36.1% |
| 3Y | -32.4% | +123.3% | -155.8% | -45.6% |
| 5Y | -45.5% | +39.5% | -85.0% | -52.3% |
| All | +76.3% | +171.1% | -94.8% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling