+113.9%
KEY vs MKC
-18.6%
+132.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | -1.3% | +2.3% | -3.6% | -1.6% |
| 30D | +5.1% | +8.1% | -3.0% | +4.0% |
| 3M | -7.1% | -6.4% | -0.7% | -6.5% |
| 6M | -4.4% | +1.8% | -6.2% | -5.0% |
| YTD | +4.0% | -26.9% | +30.9% | +8.5% |
| 1Y | +23.4% | -21.7% | +45.1% | +26.7% |
| 3Y | +113.9% | -18.7% | +132.6% | +97.4% |
| All | +113.9% | -18.6% | +132.5% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling