+228.7%
KO vs KEY
+96.4%
+132.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.8% |
| 7D | +3.7% | +2.9% | +0.8% | +3.3% |
| 30D | +8.1% | +8.4% | -0.3% | +6.8% |
| 3M | +14.2% | -5.8% | +20.0% | +15.1% |
| 6M | +25.2% | +5.4% | +19.8% | +24.0% |
| YTD | +44.7% | +7.1% | +37.7% | +42.7% |
| 1Y | +43.4% | +26.8% | +16.6% | +37.7% |
| 3Y | +90.1% | +128.7% | -38.6% | +61.3% |
| 5Y | +103.0% | +13.6% | +89.3% | +91.2% |
| All | +228.7% | +96.4% | +132.3% | +164.6% |
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 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