+169.3%
KEY vs MTB
+172.8%
-3.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -0.3% | +1.1% | -1.4% | -1.3% |
| 30D | -3.3% | -4.6% | +1.3% | +1.3% |
| 3M | -0.7% | +6.3% | -7.0% | -6.6% |
| 6M | +12.5% | +15.6% | -3.1% | -2.6% |
| YTD | +8.4% | +20.6% | -12.1% | -9.9% |
| 1Y | +18.4% | +22.5% | -4.1% | -3.1% |
| 3Y | +123.3% | +114.4% | +8.9% | +6.3% |
| 5Y | +38.8% | +101.9% | -63.1% | -32.0% |
| 10Y | +169.3% | +170.4% | -1.1% | -4.8% |
| All | +169.3% | +172.8% | -3.5% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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