+1,080.2%
KEYS vs MTB
+195.8%
+884.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +4.4% | +2.8% | +1.7% | +3.4% |
| 30D | -2.2% | -4.2% | +2.0% | -0.7% |
| 3M | +0.5% | +7.8% | -7.2% | -2.3% |
| 6M | +22.4% | +14.8% | +7.6% | +16.2% |
| YTD | +64.1% | +20.8% | +43.3% | +52.7% |
| 1Y | +97.0% | +23.1% | +73.8% | +82.0% |
| 3Y | +152.0% | +114.8% | +37.2% | +91.8% |
| 5Y | +83.7% | +103.3% | -19.5% | +38.9% |
| 10Y | +997.9% | +173.0% | +824.9% | +569.8% |
| All | +1,080.2% | +195.8% | +884.5% | +546.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling