+155.2%
KEYS vs MKC
-31.4%
+186.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.0% |
| 7D | +3.5% | -1.5% | +5.0% | +3.5% |
| 30D | -4.5% | -3.1% | -1.4% | -4.5% |
| 3M | -0.4% | +5.2% | -5.6% | -0.9% |
| 6M | +19.1% | -12.8% | +32.0% | +21.5% |
| YTD | +66.7% | -23.3% | +90.0% | +73.3% |
| 1Y | +96.5% | -24.1% | +120.6% | +104.6% |
| 3Y | +155.2% | -32.1% | +187.3% | +168.4% |
| All | +155.2% | -31.4% | +186.5% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling