+2,498.9%
MAR vs KEY
+60.6%
+2,438.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | -4.2% | +2.2% | -6.4% | -4.9% |
| 30D | -6.7% | -3.0% | -3.7% | -5.7% |
| 3M | -12.5% | +3.3% | -15.8% | -13.6% |
| 6M | +0.6% | +9.2% | -8.6% | -2.7% |
| YTD | +9.1% | +10.6% | -1.5% | +4.9% |
| 1Y | +26.2% | +20.4% | +5.8% | +17.4% |
| 3Y | +68.2% | +121.8% | -53.7% | +22.5% |
| 5Y | +163.9% | +41.1% | +122.8% | +115.1% |
| 10Y | +420.6% | +168.5% | +252.0% | +223.6% |
| All | +2,498.9% | +60.6% | +2,438.3% | +1,181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling