+135.5%
KEY vs MDY
+51.5%
+84.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | -3.0% | -1.5% | -1.5% | -1.2% |
| 3M | +3.3% | +0.8% | +2.6% | +2.1% |
| 6M | +9.2% | +7.4% | +1.8% | -0.9% |
| YTD | +10.6% | +15.2% | -4.5% | -8.5% |
| 1Y | +20.4% | +16.5% | +3.9% | -2.2% |
| All | +135.5% | +51.5% | +84.0% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling