+303.3%
LOW vs KEY
+109.2%
+194.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +8.7% | +0.5% | +8.1% | +8.5% |
| 30D | +25.5% | +6.9% | +18.6% | +22.8% |
| 3M | +6.6% | -5.0% | +11.6% | +8.4% |
| 6M | +2.4% | +0.7% | +1.7% | +2.1% |
| YTD | -1.7% | +6.5% | -8.2% | -4.0% |
| 1Y | +1.7% | +22.6% | -20.9% | -5.3% |
| 3Y | +26.6% | +125.3% | -98.8% | -6.4% |
| 5Y | +10.1% | +13.9% | -3.8% | -1.6% |
| 10Y | +303.3% | +105.3% | +197.9% | +160.4% |
| All | +303.3% | +109.2% | +194.1% | +160.4% |
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 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