+37.3%
KEY vs MKTX
+1,446.2%
-1,408.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -3.0% | +1.1% | -4.1% | -3.4% |
| 3M | +3.3% | +36.1% | -32.8% | -8.8% |
| 6M | +9.2% | -12.9% | +22.1% | +11.9% |
| YTD | +10.6% | -8.5% | +19.2% | +11.1% |
| 1Y | +20.4% | -7.5% | +27.9% | +19.8% |
| 3Y | +121.8% | -28.3% | +150.2% | +131.2% |
| 5Y | +41.1% | -63.3% | +104.4% | +80.1% |
| 10Y | +168.5% | +4.5% | +164.0% | +105.2% |
| All | +37.3% | +1,446.2% | -1,408.9% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling