+36.4%
KR vs KEY
+40.7%
-4.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | +0.6% | -3.3% | +3.9% | +0.8% |
| 3M | -9.8% | -0.7% | -9.1% | -9.8% |
| 6M | -22.1% | +12.5% | -34.7% | -22.6% |
| YTD | -8.1% | +8.4% | -16.5% | -8.6% |
| 1Y | -14.7% | +18.4% | -33.1% | -15.6% |
| 3Y | +28.6% | +123.3% | -94.8% | +18.5% |
| 5Y | +36.4% | +38.8% | -2.4% | +25.1% |
| All | +36.4% | +40.7% | -4.4% | +25.1% |
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