+27.5%
MCK vs KEYS
+45.0%
-17.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.8% | +9.1% | -0.4% |
| 7D | +9.3% | -21.0% | +30.3% | +7.6% |
| 30D | +16.3% | -32.8% | +49.1% | +13.7% |
| 3M | +22.3% | -22.4% | +44.8% | +20.4% |
| 6M | +34.1% | -26.8% | +60.9% | +32.4% |
| YTD | +31.1% | +28.3% | +2.8% | +19.8% |
| 1Y | +27.5% | +40.2% | -12.8% | +15.6% |
| All | +27.5% | +45.0% | -17.6% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling