+41.2%
KEY vs IT
-40.5%
+81.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.4% |
| 7D | +2.2% | -6.0% | +8.2% | +3.7% |
| 30D | -3.0% | 0.0% | -3.0% | -3.3% |
| 3M | +3.3% | +13.1% | -9.7% | -1.3% |
| 6M | +9.2% | +11.7% | -2.5% | +3.5% |
| YTD | +10.6% | -26.1% | +36.8% | +19.3% |
| 1Y | +20.4% | -21.3% | +41.7% | +25.5% |
| 3Y | +121.8% | -46.7% | +168.6% | +164.2% |
| All | +41.2% | -40.5% | +81.7% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling