+36.0%
KMB vs KEY
+120.9%
-85.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | +0.5% | -1.3% | +1.7% | +0.6% |
| 30D | +12.4% | +5.1% | +7.2% | +12.0% |
| 3M | +1.0% | -7.1% | +8.1% | +1.5% |
| 6M | +12.1% | -4.4% | +16.5% | +12.5% |
| YTD | +11.6% | +4.0% | +7.6% | +11.2% |
| 1Y | +13.1% | +23.4% | -10.3% | +11.3% |
| 3Y | +1.6% | +113.9% | -112.3% | -5.1% |
| 5Y | -0.3% | +12.3% | -12.7% | -2.9% |
| All | +36.0% | +120.9% | -85.0% | +27.0% |
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