-1.3%
KMB vs KEY
+14.6%
-15.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +10.2% | +6.7% | +3.5% | +9.8% |
| 3M | +1.5% | -4.6% | +6.1% | +1.7% |
| 6M | +16.6% | +2.6% | +14.1% | +16.5% |
| YTD | +12.1% | +7.0% | +5.1% | +11.6% |
| 1Y | +11.1% | +23.5% | -12.4% | +9.9% |
| 3Y | +1.9% | +126.4% | -124.5% | -3.0% |
| 5Y | -1.3% | +13.0% | -14.3% | -0.4% |
| All | -1.3% | +14.6% | -15.9% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling