+117.9%
KEY vs M
-4.2%
+122.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +1.0% |
| 7D | -1.3% | -4.3% | +3.0% | 0.0% |
| 30D | +5.1% | +1.3% | +3.9% | +4.4% |
| 3M | -7.1% | -7.4% | +0.3% | -5.4% |
| 6M | -4.4% | +18.3% | -22.7% | -10.9% |
| YTD | +4.0% | +7.6% | -3.6% | -0.6% |
| 1Y | +23.4% | +17.4% | +6.0% | +14.2% |
| 3Y | +113.9% | +108.4% | +5.6% | +51.4% |
| 5Y | +12.3% | -10.6% | +22.9% | -1.1% |
| All | +117.9% | -4.2% | +122.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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