+115.0%
KEY vs MOS
-26.7%
+141.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -3.3% |
| 7D | -2.5% | +22.5% | -25.0% | -6.2% |
| 30D | +4.1% | +6.6% | -2.6% | +2.6% |
| 3M | -8.4% | -3.8% | -4.5% | -8.1% |
| 6M | -2.3% | -2.2% | -0.1% | -2.8% |
| YTD | +4.6% | -4.8% | +9.3% | +2.4% |
| 1Y | +24.6% | -11.7% | +36.3% | +24.3% |
| All | +115.0% | -26.7% | +141.8% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 3y: compounded portfolio wealth divided by compounded MOS 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…
3y analysis · Full analysis span regression · 6 months rolling