+226.8%
LOW vs KEY
+167.0%
+59.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | +0.4% | +2.7% | -2.4% | -0.5% |
| 30D | -10.1% | -3.2% | -6.9% | -9.2% |
| 3M | -2.9% | +1.0% | -3.8% | -3.2% |
| 6M | -19.4% | +11.9% | -31.3% | -22.3% |
| YTD | -15.4% | +8.7% | -24.1% | -18.0% |
| 1Y | -24.9% | +18.5% | -43.4% | -29.4% |
| 3Y | -7.8% | +124.0% | -131.8% | -31.8% |
| 5Y | +8.4% | +40.8% | -32.4% | -10.6% |
| 10Y | +226.8% | +167.0% | +59.8% | +108.5% |
| All | +226.8% | +167.0% | +59.8% | +108.5% |
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