+162.9%
KEY vs MOH
+264.4%
-101.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -1.5% | +1.7% | -3.2% | -1.8% |
| 30D | -3.7% | -0.9% | -2.8% | -3.6% |
| 3M | -1.3% | +5.7% | -7.0% | -2.5% |
| 6M | +13.3% | +39.1% | -25.8% | +6.0% |
| YTD | +9.0% | +17.7% | -8.7% | +3.5% |
| 1Y | +18.7% | +8.4% | +10.3% | +13.8% |
| 3Y | +125.3% | -36.6% | +161.8% | +128.7% |
| 5Y | +40.2% | -19.1% | +59.3% | +31.1% |
| All | +162.9% | +264.4% | -101.4% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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