+12.2%
KEY vs MSI
+118.7%
-106.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.3% | +4.7% | -6.0% | -2.9% |
| 30D | +5.1% | +14.8% | -9.6% | 0.0% |
| 3M | -7.1% | +8.8% | -15.9% | -10.1% |
| 6M | -4.4% | +19.3% | -23.7% | -11.2% |
| YTD | +4.0% | +35.3% | -31.3% | -9.1% |
| 1Y | +23.4% | +33.8% | -10.4% | +8.3% |
| 3Y | +113.9% | +74.4% | +39.5% | +58.7% |
| All | +12.2% | +118.7% | -106.5% | -30.8% |
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