+1,007.5%
KEY vs MTB
+7,521.0%
-6,513.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.4% |
| 7D | -1.3% | -1.3% | +0.1% | 0.0% |
| 30D | +5.1% | +0.5% | +4.6% | +4.6% |
| 3M | -7.1% | -12.4% | +5.3% | +5.5% |
| 6M | -4.4% | +1.5% | -5.9% | -5.9% |
| YTD | +4.0% | +10.3% | -6.3% | -5.6% |
| 1Y | +23.4% | +22.2% | +1.2% | +1.4% |
| 3Y | +113.9% | +96.9% | +17.0% | +11.3% |
| 5Y | +12.3% | +64.3% | -52.0% | -31.2% |
| 10Y | +125.5% | +137.8% | -12.3% | -3.0% |
| All | +1,007.5% | +7,521.0% | -6,513.4% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling