+1,007.5%
KEY vs MKC
+3,165.5%
-2,157.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.5% |
| 7D | -1.3% | +2.3% | -3.6% | -2.0% |
| 30D | +5.1% | +8.1% | -3.0% | +2.5% |
| 3M | -7.1% | -6.4% | -0.7% | -5.5% |
| 6M | -4.4% | +1.8% | -6.2% | -5.7% |
| YTD | +4.0% | -26.9% | +30.9% | +12.9% |
| 1Y | +23.4% | -21.7% | +45.1% | +30.8% |
| 3Y | +113.9% | -18.7% | +132.6% | +120.5% |
| 5Y | +12.3% | -32.8% | +45.2% | +21.3% |
| 10Y | +125.5% | +27.0% | +98.5% | +89.7% |
| All | +1,007.5% | +3,165.5% | -2,157.9% | +323.8% |
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