+111.9%
INTC vs KEY
+96.4%
+15.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +6.0% | +2.9% | +3.1% | +5.0% |
| 30D | -39.2% | +8.4% | -47.6% | -40.8% |
| 3M | -42.9% | -5.8% | -37.2% | -41.8% |
| 6M | -50.4% | +5.4% | -55.8% | -51.4% |
| YTD | +61.7% | +7.1% | +54.6% | +57.7% |
| 1Y | +66.1% | +26.8% | +39.3% | +52.6% |
| 3Y | +58.1% | +128.7% | -70.5% | +19.3% |
| 5Y | +27.9% | +13.6% | +14.2% | +16.2% |
| All | +111.9% | +96.4% | +15.5% | +60.4% |
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