+110.6%
MCK vs KEY
+121.2%
-10.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | -1.8% | -2.6% | -4.5% |
| 30D | -2.2% | -3.3% | +1.1% | -2.4% |
| 3M | +11.6% | -0.2% | +11.7% | +11.6% |
| 6M | -4.9% | +12.1% | -17.1% | -4.3% |
| YTD | +7.7% | +8.4% | -0.7% | +8.3% |
| 1Y | +25.2% | +17.6% | +7.6% | +26.5% |
| All | +110.6% | +121.2% | -10.6% | +138.4% |
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