+397.4%
KEY vs MDY
+2,662.7%
-2,265.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| YTD | +10.6% | +15.2% | -4.5% | -7.6% |
| 1Y | +20.4% | +16.5% | +3.9% | -1.0% |
| 3Y | +121.8% | +46.8% | +75.1% | +40.0% |
| 5Y | +41.1% | +46.0% | -4.9% | -8.3% |
| 10Y | +168.5% | +172.1% | -3.5% | -8.8% |
| All | +397.4% | +2,662.7% | -2,265.3% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling