+1,071.7%
KEYS vs MKC
+93.4%
+978.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +2.9% | -4.3% | +7.2% | +4.0% |
| 30D | -1.3% | -3.1% | +1.8% | -0.8% |
| 3M | -0.1% | +6.8% | -6.9% | -2.8% |
| 6M | +17.4% | -18.3% | +35.7% | +22.9% |
| YTD | +62.9% | -23.1% | +86.0% | +73.0% |
| 1Y | +95.7% | -23.7% | +119.4% | +107.6% |
| 3Y | +150.2% | -31.0% | +181.2% | +170.8% |
| 5Y | +83.1% | -33.5% | +116.6% | +96.5% |
| 10Y | +1,020.9% | +30.3% | +990.7% | +836.4% |
| All | +1,071.7% | +93.4% | +978.3% | +689.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling