+29.6%
KEY vs MKC
-18.2%
+47.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.4% | -3.9% | +1.3% |
| 7D | +1.7% | +9.6% | -7.9% | +1.3% |
| 30D | +6.8% | +12.0% | -5.2% | +6.4% |
| 3M | -5.8% | -2.0% | -3.8% | -6.2% |
| 6M | +1.4% | +7.2% | -5.8% | +1.0% |
| YTD | +7.5% | -23.7% | +31.3% | +5.8% |
| 1Y | +29.6% | -18.3% | +47.9% | +26.5% |
| All | +29.6% | -18.2% | +47.8% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling