+270.0%
INTC vs KEY
+167.1%
+102.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +18.0% | -0.3% | +18.3% | +18.0% |
| 30D | +8.9% | -3.3% | +12.2% | +10.2% |
| 3M | -1.6% | -0.7% | -0.8% | -1.4% |
| 6M | +133.1% | +12.5% | +120.6% | +123.6% |
| YTD | +187.9% | +8.4% | +179.5% | +179.8% |
| 1Y | +334.7% | +18.4% | +316.2% | +309.1% |
| 3Y | +184.2% | +123.3% | +60.8% | +115.5% |
| 5Y | +116.0% | +38.8% | +77.2% | +83.5% |
| 10Y | +270.0% | +169.3% | +100.7% | +154.9% |
| All | +270.0% | +167.1% | +102.9% | +154.9% |
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