-33.9%
INTU vs KEY
+124.5%
-158.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.2% | +0.5% | -1.8% | -1.4% |
| 30D | +12.4% | +6.9% | +5.6% | +10.8% |
| 3M | +2.3% | -5.0% | +7.3% | +3.3% |
| 6M | -13.3% | +0.7% | -14.0% | -13.8% |
| YTD | -47.9% | +6.5% | -54.3% | -49.2% |
| 1Y | -47.2% | +22.6% | -69.8% | -50.6% |
| 3Y | -33.9% | +125.3% | -159.2% | -48.5% |
| All | -33.9% | +124.5% | -158.4% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling