+368.9%
KEY vs IT
+6,253.0%
-5,884.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +1.8% | -3.7% | +5.4% | +2.8% |
| 30D | +7.1% | -3.1% | +10.2% | +7.6% |
| 3M | -5.9% | +6.3% | -12.3% | -8.7% |
| 6M | +2.2% | +24.8% | -22.6% | -7.6% |
| YTD | +6.4% | -24.4% | +30.8% | +9.3% |
| 1Y | +24.8% | -17.1% | +41.8% | +24.6% |
| 3Y | +125.2% | -53.6% | +178.9% | +161.5% |
| 5Y | +13.0% | -42.5% | +55.5% | +21.7% |
| 10Y | +98.5% | +88.8% | +9.7% | +53.2% |
| All | +368.9% | +6,253.0% | -5,884.1% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling