+1,038.9%
KEY vs MKC
+3,067.0%
-2,028.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -0.5% | -7.0% | +6.5% | +1.8% |
| 30D | +6.7% | +4.1% | +2.6% | +5.2% |
| 3M | -4.6% | -10.3% | +5.7% | -1.7% |
| 6M | +2.6% | +1.7% | +0.9% | +1.2% |
| YTD | +7.0% | -29.1% | +36.0% | +17.2% |
| 1Y | +23.5% | -26.0% | +49.4% | +33.3% |
| 3Y | +126.4% | -21.5% | +147.8% | +135.8% |
| 5Y | +13.0% | -35.0% | +48.1% | +23.4% |
| 10Y | +99.5% | +25.6% | +73.9% | +68.4% |
| All | +1,038.9% | +3,067.0% | -2,028.1% | +339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling