+1,018.0%
KEYS vs MTB
+173.8%
+844.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -4.5% | -4.8% | +0.3% | -2.8% |
| 3M | -0.4% | +6.0% | -6.4% | -2.6% |
| 6M | +19.1% | +19.6% | -0.5% | +11.7% |
| YTD | +66.7% | +21.5% | +45.2% | +55.0% |
| 1Y | +96.5% | +24.7% | +71.8% | +81.1% |
| 3Y | +155.2% | +108.6% | +46.6% | +97.9% |
| 5Y | +88.0% | +106.7% | -18.7% | +43.1% |
| All | +1,018.0% | +173.8% | +844.2% | +581.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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