+1,018.0%
KEYS vs MKC
+29.9%
+988.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.5% | -1.5% | +5.0% | +3.8% |
| 30D | -4.5% | -3.1% | -1.4% | -4.0% |
| 3M | -0.4% | +5.2% | -5.6% | -2.5% |
| 6M | +19.1% | -12.8% | +32.0% | +22.3% |
| YTD | +66.7% | -23.3% | +90.0% | +76.9% |
| 1Y | +96.5% | -24.1% | +120.6% | +108.5% |
| 3Y | +155.2% | -32.1% | +187.3% | +177.3% |
| 5Y | +88.0% | -32.8% | +120.8% | +100.5% |
| All | +1,018.0% | +29.9% | +988.1% | +894.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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