+94.2%
KEY vs MKC
+25.8%
+68.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +2.9% | -3.0% | +5.9% | +3.7% |
| 30D | +8.4% | +4.8% | +3.6% | +7.1% |
| 3M | -5.8% | -12.8% | +7.1% | -2.8% |
| 6M | +5.4% | +5.0% | +0.4% | +3.4% |
| YTD | +7.1% | -29.1% | +36.1% | +15.4% |
| 1Y | +26.8% | -26.4% | +53.2% | +35.2% |
| 3Y | +128.7% | -21.6% | +150.3% | +135.5% |
| 5Y | +13.6% | -35.2% | +48.9% | +22.0% |
| All | +94.2% | +25.8% | +68.4% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling