+441.9%
MAR vs KEY
+167.1%
+274.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -0.5% | -0.3% | -0.2% | -0.3% |
| 30D | -4.7% | -3.3% | -1.4% | -3.3% |
| 3M | -15.6% | -0.7% | -14.9% | -15.5% |
| 6M | +1.2% | +12.5% | -11.3% | -4.2% |
| YTD | +7.5% | +8.4% | -0.9% | +3.2% |
| 1Y | +26.6% | +18.4% | +8.2% | +16.5% |
| 3Y | +66.0% | +123.3% | -57.4% | +10.7% |
| 5Y | +154.1% | +38.8% | +115.3% | +99.7% |
| 10Y | +441.9% | +169.3% | +272.6% | +211.4% |
| All | +441.9% | +167.1% | +274.7% | +211.4% |
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