+120.1%
MAR vs KEY
+127.6%
-7.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +1.6% | +2.9% | -1.3% | +0.4% |
| 30D | +13.8% | +8.4% | +5.4% | +10.1% |
| 3M | +20.3% | -5.8% | +26.0% | +23.1% |
| 6M | +21.3% | +5.4% | +15.9% | +18.2% |
| YTD | +37.2% | +7.1% | +30.2% | +32.6% |
| 1Y | +48.4% | +26.8% | +21.6% | +33.5% |
| 3Y | +120.1% | +128.7% | -8.6% | +68.8% |
| All | +120.1% | +127.6% | -7.5% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling