+127.2%
KR vs KEY
+171.1%
-43.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.6% |
| 30D | +1.9% | -3.3% | +5.3% | +2.2% |
| 3M | -11.0% | -0.2% | -10.9% | -11.1% |
| 6M | -20.2% | +12.1% | -32.3% | -20.9% |
| YTD | -7.3% | +8.4% | -15.7% | -7.9% |
| 1Y | -13.1% | +17.6% | -30.8% | -14.3% |
| 3Y | +29.7% | +123.3% | -93.6% | +19.8% |
| 5Y | +48.8% | +39.5% | +9.2% | +41.2% |
| All | +127.2% | +171.1% | -43.8% | +100.2% |
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