+124.1%
MAR vs KEY
+106.2%
+17.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +4.3% | -1.3% | +5.6% | +4.9% |
| 30D | +16.8% | +5.1% | +11.7% | +14.4% |
| 3M | +16.0% | -7.1% | +23.1% | +19.4% |
| 6M | +16.5% | -4.4% | +20.8% | +18.2% |
| YTD | +35.0% | +4.0% | +31.0% | +32.1% |
| 1Y | +49.4% | +23.4% | +26.0% | +36.0% |
| 3Y | +124.1% | +113.9% | +10.2% | +76.3% |
| All | +124.1% | +106.2% | +17.8% | +76.3% |
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 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