+87.1%
KEY vs MOH
+1,302.1%
-1,215.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.2% |
| 7D | +2.7% | -3.3% | +6.1% | +3.6% |
| 30D | -3.2% | -0.1% | -3.1% | -3.3% |
| 3M | +1.0% | -1.1% | +2.0% | +0.7% |
| 6M | +11.9% | +35.9% | -24.0% | +2.3% |
| YTD | +8.7% | +13.1% | -4.4% | +2.0% |
| 1Y | +18.5% | +11.8% | +6.6% | +10.3% |
| 3Y | +124.0% | -38.7% | +162.7% | +128.9% |
| 5Y | +40.8% | -25.1% | +65.9% | +33.6% |
| 10Y | +167.0% | +243.8% | -76.8% | +52.7% |
| All | +87.1% | +1,302.1% | -1,215.0% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling