+105.3%
KEY vs MDY
+171.2%
-65.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.1% |
| 7D | +0.5% | 0.0% | +0.5% | +0.4% |
| 30D | +6.9% | +1.0% | +5.9% | +5.3% |
| 3M | -5.0% | -4.1% | -0.9% | +0.5% |
| 6M | +0.7% | +0.6% | +0.1% | -0.7% |
| YTD | +6.5% | +12.9% | -6.5% | -11.0% |
| 1Y | +22.6% | +14.6% | +8.0% | +0.2% |
| 3Y | +125.3% | +57.1% | +68.2% | +19.0% |
| 5Y | +13.9% | +37.1% | -23.2% | -25.2% |
| 10Y | +105.3% | +171.5% | -66.2% | -44.3% |
| All | +105.3% | +171.2% | -65.8% | -44.3% |
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