+33.5%
KEY vs COMP
-52.0%
+85.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.7% | -11.3% | -2.1% |
| 7D | -1.3% | +13.4% | -14.7% | -3.3% |
| 30D | +5.1% | +11.1% | -6.0% | +3.2% |
| 3M | -7.1% | -18.8% | +11.7% | -4.7% |
| 6M | -4.4% | +10.5% | -14.9% | -7.0% |
| YTD | +4.0% | -3.4% | +7.4% | +1.9% |
| 1Y | +23.4% | +19.7% | +3.7% | +16.8% |
| 3Y | +113.9% | +381.6% | -267.7% | +56.1% |
| 5Y | +12.3% | -17.6% | +29.9% | -10.5% |
| All | +33.5% | -52.0% | +85.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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