+41.2%
KEY vs MSI
+103.4%
-62.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +2.2% | -3.7% | +5.9% | +3.5% |
| 30D | -3.0% | +6.8% | -9.8% | -5.7% |
| 3M | +3.3% | +14.3% | -11.0% | -2.2% |
| 6M | +9.2% | -1.6% | +10.8% | +9.2% |
| YTD | +10.6% | +22.8% | -12.1% | +0.3% |
| 1Y | +20.4% | -1.1% | +21.5% | +19.9% |
| 3Y | +121.8% | +70.5% | +51.4% | +64.4% |
| All | +41.2% | +103.4% | -62.2% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling