-8.0%
KMB vs KEY
+40.7%
-48.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -3.0% | +2.2% | -5.2% | -3.2% |
| 30D | -5.5% | -3.0% | -2.5% | -5.3% |
| 3M | +14.0% | +3.3% | +10.6% | +13.8% |
| 6M | +4.1% | +9.2% | -5.1% | +3.6% |
| YTD | +8.0% | +10.6% | -2.6% | +7.5% |
| 1Y | -13.7% | +20.4% | -34.1% | -14.6% |
| 3Y | -5.9% | +121.8% | -127.8% | -10.6% |
| All | -8.0% | +40.7% | -48.7% | -9.6% |
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