+106.4%
INTC vs KEY
+109.2%
-2.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -4.0% | +0.5% | -4.5% | -4.1% |
| 30D | -44.5% | +6.9% | -51.3% | -45.7% |
| 3M | -40.4% | -5.0% | -35.4% | -39.3% |
| 6M | -53.5% | +0.7% | -54.2% | -53.7% |
| YTD | +57.5% | +6.5% | +51.1% | +54.0% |
| 1Y | +51.2% | +22.6% | +28.6% | +40.5% |
| 3Y | +51.6% | +125.3% | -73.7% | +14.9% |
| 5Y | +23.5% | +13.9% | +9.6% | +12.1% |
| 10Y | +106.4% | +105.3% | +1.0% | +57.1% |
| All | +106.4% | +109.2% | -2.8% | +57.1% |
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 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