+39.5%
KEY vs AZO
+86.8%
-47.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | -3.3% | -5.1% | +1.8% | -2.0% |
| 3M | -0.7% | -7.2% | +6.5% | +0.8% |
| 6M | +12.5% | -20.7% | +33.3% | +19.1% |
| YTD | +8.4% | -14.2% | +22.6% | +11.5% |
| 1Y | +18.4% | -32.2% | +50.6% | +31.1% |
| 3Y | +123.3% | +11.1% | +112.2% | +101.1% |
| All | +39.5% | +86.8% | -47.3% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling