+38.8%
KEY vs MKTX
-61.3%
+100.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -3.3% | +1.0% | -4.2% | -3.4% |
| 3M | -0.7% | +40.8% | -41.5% | -6.5% |
| 6M | +12.5% | -10.9% | +23.4% | +14.6% |
| YTD | +8.4% | -8.6% | +17.0% | +9.7% |
| 1Y | +18.4% | -11.6% | +30.0% | +20.5% |
| 3Y | +123.3% | -24.5% | +147.9% | +127.7% |
| 5Y | +38.8% | -60.7% | +99.5% | +46.5% |
| All | +38.8% | -61.3% | +100.1% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling