+169.3%
KEY vs MDY
+170.4%
-1.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +1.2% |
| 7D | -0.3% | -0.8% | +0.4% | +0.8% |
| 30D | -3.3% | -3.9% | +0.6% | +2.2% |
| 3M | -0.7% | 0.0% | -0.7% | -0.9% |
| 6M | +12.5% | +8.5% | +4.0% | -0.3% |
| YTD | +8.4% | +13.2% | -4.8% | -9.5% |
| 1Y | +18.4% | +15.0% | +3.4% | -3.5% |
| 3Y | +123.3% | +49.6% | +73.8% | +27.4% |
| 5Y | +38.8% | +46.0% | -7.2% | -16.7% |
| 10Y | +169.3% | +176.4% | -7.1% | -28.5% |
| All | +169.3% | +170.4% | -1.1% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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