+1,078.2%
KEY vs MKC
+3,376.8%
-2,298.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +2.2% | -5.9% | +8.1% | +4.1% |
| 30D | -3.0% | -0.9% | -2.1% | -2.9% |
| 3M | +3.3% | +12.7% | -9.4% | -1.0% |
| 6M | +9.2% | -19.3% | +28.5% | +15.8% |
| YTD | +10.6% | -22.2% | +32.8% | +18.0% |
| 1Y | +20.4% | -23.3% | +43.7% | +28.6% |
| 3Y | +121.8% | -30.0% | +151.8% | +140.8% |
| 5Y | +41.1% | -33.8% | +74.9% | +53.7% |
| 10Y | +168.5% | +24.4% | +144.1% | +128.3% |
| All | +1,078.2% | +3,376.8% | -2,298.6% | +343.2% |
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 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