+124.1%
KEY vs AZO
+11.4%
+112.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | -3.3% | -5.1% | +1.8% | -2.6% |
| 3M | -0.7% | -7.2% | +6.5% | +0.1% |
| 6M | +12.5% | -20.7% | +33.3% | +16.0% |
| YTD | +8.4% | -14.2% | +22.6% | +10.1% |
| 1Y | +18.4% | -32.2% | +50.6% | +26.3% |
| All | +124.1% | +11.4% | +112.8% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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