+169.3%
KEY vs MKC
+26.7%
+142.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -0.3% | -4.3% | +4.0% | +0.7% |
| 30D | -3.3% | -3.1% | -0.2% | -2.6% |
| 3M | -0.7% | +6.8% | -7.6% | -2.7% |
| 6M | +12.5% | -18.3% | +30.9% | +17.8% |
| YTD | +8.4% | -23.1% | +31.5% | +14.8% |
| 1Y | +18.4% | -23.7% | +42.1% | +25.4% |
| 3Y | +123.3% | -31.0% | +154.3% | +139.9% |
| 5Y | +38.8% | -33.5% | +72.3% | +48.8% |
| 10Y | +169.3% | +30.3% | +139.0% | +160.3% |
| All | +169.3% | +26.7% | +142.6% | +160.3% |
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