+1,057.5%
KEY vs NYT
+772.2%
+285.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -3.2% | +7.0% | -10.2% | -6.0% |
| 3M | +1.0% | -7.9% | +8.9% | +3.4% |
| 6M | +11.9% | -15.0% | +26.9% | +17.8% |
| YTD | +8.7% | -1.3% | +10.0% | +7.0% |
| 1Y | +18.5% | +16.9% | +1.6% | +8.3% |
| 3Y | +124.0% | +58.9% | +65.0% | +75.8% |
| 5Y | +40.8% | +40.9% | 0.0% | +12.7% |
| 10Y | +167.0% | +471.8% | -304.8% | +9.0% |
| All | +1,057.5% | +772.2% | +285.3% | +262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling