+41.2%
KEY vs MKC
-33.7%
+74.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.5% |
| 7D | +2.2% | -5.9% | +8.1% | +3.4% |
| 30D | -3.0% | -0.9% | -2.1% | -2.9% |
| 3M | +3.3% | +12.7% | -9.4% | +0.5% |
| 6M | +9.2% | -19.3% | +28.5% | +14.1% |
| YTD | +10.6% | -22.2% | +32.8% | +16.1% |
| 1Y | +20.4% | -23.3% | +43.7% | +26.6% |
| 3Y | +121.8% | -30.0% | +151.8% | +134.9% |
| All | +41.2% | -33.7% | +74.9% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling