+113.6%
KEY vs MSI
+689.5%
-575.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +1.2% |
| 7D | -0.4% | +8.3% | -8.7% | -4.8% |
| 30D | +7.2% | +18.9% | -11.7% | -2.7% |
| 3M | -4.9% | +13.2% | -18.1% | -11.5% |
| 6M | +1.1% | +38.3% | -37.2% | -16.8% |
| YTD | +6.8% | +38.9% | -32.1% | -13.9% |
| 1Y | +23.3% | +36.7% | -13.4% | +0.3% |
| 3Y | +126.1% | +76.6% | +49.5% | +50.6% |
| 5Y | +15.2% | +124.5% | -109.3% | -36.4% |
| 10Y | +113.6% | +674.5% | -560.9% | -36.2% |
| All | +113.6% | +689.5% | -575.9% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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