+113.6%
KEY vs MTB
+136.2%
-22.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +0.5% |
| 7D | -0.4% | -0.8% | +0.4% | +0.4% |
| 30D | +7.2% | +2.4% | +4.8% | +4.8% |
| 3M | -4.9% | -10.5% | +5.6% | +5.9% |
| 6M | +1.1% | +6.4% | -5.3% | -5.1% |
| YTD | +6.8% | +12.8% | -6.0% | -5.2% |
| 1Y | +23.3% | +23.3% | 0.0% | +0.2% |
| 3Y | +126.1% | +108.2% | +17.8% | +10.8% |
| 5Y | +15.2% | +68.6% | -53.4% | -32.1% |
| 10Y | +113.6% | +125.3% | -11.7% | -5.0% |
| All | +113.6% | +136.2% | -22.6% | -5.0% |
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