+387.6%
KEY vs IT
+6,105.9%
-5,718.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.6% |
| 7D | +2.2% | -6.0% | +8.2% | +3.9% |
| 30D | -3.0% | 0.0% | -3.0% | -3.4% |
| 3M | +3.3% | +13.1% | -9.7% | -2.4% |
| 6M | +9.2% | +11.7% | -2.5% | +2.3% |
| YTD | +10.6% | -26.1% | +36.8% | +15.4% |
| 1Y | +20.4% | -21.3% | +41.7% | +22.5% |
| 3Y | +121.8% | -46.7% | +168.6% | +148.5% |
| 5Y | +41.1% | -40.5% | +81.6% | +51.5% |
| 10Y | +168.5% | +103.9% | +64.6% | +105.1% |
| All | +387.6% | +6,105.9% | -5,718.3% | +116.8% |
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