+99.5%
KEY vs TECH
+193.9%
-94.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +6.7% | +0.3% | +6.4% | +6.6% |
| 3M | -4.6% | +1.0% | -5.6% | -4.9% |
| 6M | +2.6% | +54.0% | -51.4% | -12.6% |
| YTD | +7.0% | +24.3% | -17.4% | -3.7% |
| 1Y | +23.5% | +23.7% | -0.2% | +11.0% |
| 3Y | +126.4% | +28.5% | +97.9% | +90.4% |
| 5Y | +13.0% | -41.2% | +54.3% | +24.8% |
| 10Y | +99.5% | +189.2% | -89.7% | -6.7% |
| All | +99.5% | +193.9% | -94.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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