+124.1%
KEY vs NYT
+55.5%
+68.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.8% | -0.7% | -1.0% | -1.6% |
| 30D | -3.3% | +4.5% | -7.8% | -4.5% |
| 3M | -0.2% | -8.5% | +8.3% | +1.5% |
| 6M | +12.1% | -15.1% | +27.2% | +16.2% |
| YTD | +8.4% | -3.3% | +11.7% | +7.1% |
| 1Y | +17.6% | +17.0% | +0.7% | +8.2% |
| All | +124.1% | +55.5% | +68.6% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling