+84.3%
KEY vs MOH
+1,396.4%
-1,312.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +8.4% | +0.1% | +8.3% | +8.2% |
| 3M | -5.8% | +1.8% | -7.6% | -6.5% |
| 6M | +5.4% | +9.1% | -3.7% | +2.1% |
| YTD | +7.1% | +20.7% | -13.7% | -1.5% |
| 1Y | +26.8% | +51.3% | -24.5% | +10.1% |
| 3Y | +128.7% | -42.0% | +170.7% | +137.7% |
| 5Y | +13.6% | -33.1% | +46.8% | +11.4% |
| 10Y | +99.7% | +340.8% | -241.1% | +7.4% |
| All | +84.3% | +1,396.4% | -1,312.1% | -40.4% |
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