-38.4%
INTU vs KEY
+40.7%
-79.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | -7.1% | +2.2% | -9.3% | -7.6% |
| 30D | +1.5% | -3.0% | +4.5% | +2.2% |
| 3M | +10.7% | +3.3% | +7.3% | +9.4% |
| 6M | -23.8% | +9.2% | -33.0% | -26.3% |
| YTD | -49.3% | +10.6% | -60.0% | -51.2% |
| 1Y | -49.7% | +20.4% | -70.1% | -52.9% |
| 3Y | -38.0% | +121.8% | -159.9% | -53.1% |
| All | -38.4% | +40.7% | -79.1% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling