+40.8%
KEY vs MDY
+47.1%
-6.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -0.9% |
| 7D | +2.7% | +1.0% | +1.7% | +1.4% |
| 30D | -3.2% | -3.1% | -0.1% | +0.8% |
| 3M | +1.0% | +1.8% | -0.9% | -1.6% |
| 6M | +11.9% | +10.8% | +1.1% | -2.6% |
| YTD | +8.7% | +14.4% | -5.7% | -9.3% |
| 1Y | +18.5% | +15.2% | +3.3% | -2.1% |
| 3Y | +124.0% | +51.2% | +72.8% | +31.3% |
| 5Y | +40.8% | +47.2% | -6.4% | -13.2% |
| All | +40.8% | +47.1% | -6.3% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling