+346.0%
MNST vs KEY
+95.2%
+250.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -4.7% | +1.8% | -6.5% | -5.0% |
| 30D | +5.2% | +7.1% | -1.9% | +3.9% |
| 3M | -0.9% | -5.9% | +5.0% | +0.1% |
| 6M | +6.1% | +2.2% | +3.9% | +5.6% |
| YTD | +18.9% | +6.4% | +12.5% | +17.2% |
| 1Y | +29.3% | +24.8% | +4.6% | +23.7% |
| 3Y | +64.9% | +125.2% | -60.4% | +37.3% |
| 5Y | +98.0% | +13.0% | +85.0% | +85.5% |
| All | +346.0% | +95.2% | +250.8% | +270.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling