+14.5%
KEY vs NYT
+60.3%
-45.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | +2.9% | +6.5% | -3.6% | +0.7% |
| 30D | +8.4% | +8.4% | 0.0% | +5.4% |
| 3M | -5.8% | +13.9% | -19.7% | -10.4% |
| 6M | +5.4% | -4.8% | +10.3% | +5.9% |
| YTD | +7.1% | +6.2% | +0.9% | +2.2% |
| 1Y | +26.8% | +14.3% | +12.5% | +17.4% |
| 3Y | +128.7% | +73.6% | +55.1% | +72.8% |
| All | +14.5% | +60.3% | -45.8% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling