+161.6%
KEY vs MKTX
+5.1%
+156.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -3.3% | +0.8% | -4.1% | -3.5% |
| 3M | -0.2% | +41.1% | -41.3% | -7.1% |
| 6M | +12.1% | -9.5% | +21.7% | +13.6% |
| YTD | +8.4% | -8.7% | +17.1% | +9.3% |
| 1Y | +17.6% | -10.0% | +27.6% | +18.8% |
| 3Y | +123.3% | -24.6% | +147.9% | +128.1% |
| 5Y | +39.5% | -60.3% | +99.8% | +59.2% |
| All | +161.6% | +5.1% | +156.5% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling