+94.2%
KEY vs IT
+90.0%
+4.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +2.9% | +1.1% | +1.8% | +2.4% |
| 30D | +8.4% | -1.8% | +10.3% | +8.3% |
| 3M | -5.8% | +4.8% | -10.6% | -9.7% |
| 6M | +5.4% | +33.0% | -27.6% | -13.4% |
| YTD | +7.1% | -23.8% | +30.9% | +13.2% |
| 1Y | +26.8% | -16.5% | +43.3% | +27.1% |
| 3Y | +128.7% | -53.6% | +182.3% | +204.9% |
| 5Y | +13.6% | -42.1% | +55.8% | +25.8% |
| All | +94.2% | +90.0% | +4.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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