-2.8%
MCD vs KEYS
+144.6%
-147.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | -2.5% | +0.9% | -3.5% | -2.5% |
| 30D | -7.0% | -5.3% | -1.8% | -7.0% |
| 3M | -9.8% | +0.5% | -10.3% | -10.0% |
| 6M | -21.8% | +14.0% | -35.8% | -22.6% |
| YTD | -15.6% | +60.3% | -75.8% | -18.5% |
| 1Y | -15.2% | +91.3% | -106.5% | -19.4% |
| All | -2.8% | +144.6% | -147.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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