+38.7%
KMB vs KEY
+121.9%
-83.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +3.0% |
| 7D | +3.4% | -0.4% | +3.8% | +3.4% |
| 30D | +14.7% | +7.2% | +7.5% | +14.1% |
| 3M | +3.3% | -4.9% | +8.2% | +3.6% |
| 6M | +16.8% | +1.1% | +15.7% | +16.7% |
| YTD | +15.2% | +6.8% | +8.4% | +14.6% |
| 1Y | +13.3% | +23.3% | -10.0% | +11.5% |
| 3Y | +5.4% | +126.1% | -120.6% | -1.9% |
| 5Y | +2.7% | +15.2% | -12.5% | -0.1% |
| 10Y | +38.7% | +113.6% | -74.9% | +28.5% |
| All | +38.7% | +121.9% | -83.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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