+537.5%
MAR vs KEY
+109.2%
+428.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +2.9% | +0.5% | +2.3% | +2.6% |
| 30D | +17.0% | +6.9% | +10.2% | +13.6% |
| 3M | +23.2% | -5.0% | +28.2% | +25.8% |
| 6M | +21.7% | +0.7% | +21.0% | +20.8% |
| YTD | +38.9% | +6.5% | +32.4% | +34.1% |
| 1Y | +48.7% | +22.6% | +26.0% | +34.5% |
| 3Y | +122.9% | +125.3% | -2.4% | +48.2% |
| 5Y | +177.5% | +13.9% | +163.6% | +141.6% |
| 10Y | +537.5% | +105.3% | +432.2% | +281.3% |
| All | +537.5% | +109.2% | +428.4% | +281.3% |
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