+93.0%
KEY vs MSI
+663.2%
-570.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +1.8% | +2.6% | -0.8% | +0.3% |
| 30D | +7.1% | +18.1% | -11.0% | -2.4% |
| 3M | -5.9% | +13.2% | -19.1% | -12.5% |
| 6M | +2.2% | +36.3% | -34.1% | -15.1% |
| YTD | +6.4% | +39.5% | -33.1% | -14.4% |
| 1Y | +24.8% | +36.9% | -12.1% | +1.4% |
| 3Y | +125.2% | +76.1% | +49.1% | +50.5% |
| 5Y | +13.0% | +123.7% | -110.8% | -37.3% |
| All | +93.0% | +663.2% | -570.2% | -41.3% |
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