+93.0%
KEY vs MTB
+113.8%
-20.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +7.1% | +0.8% | +6.3% | +6.3% |
| 3M | -5.9% | -12.8% | +6.8% | +7.4% |
| 6M | +2.2% | +6.7% | -4.5% | -4.2% |
| YTD | +6.4% | +11.3% | -4.9% | -4.4% |
| 1Y | +24.8% | +20.2% | +4.6% | +4.0% |
| 3Y | +125.2% | +103.8% | +21.5% | +12.8% |
| 5Y | +13.0% | +60.9% | -47.9% | -30.2% |
| All | +93.0% | +113.8% | -20.8% | -6.7% |
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