+111.2%
MO vs KEY
+167.1%
-56.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +3.6% | -3.3% | +6.9% | +4.1% |
| 3M | -3.7% | -0.7% | -3.0% | -3.7% |
| 6M | +4.5% | +12.5% | -8.0% | +2.2% |
| YTD | +21.5% | +8.4% | +13.1% | +19.4% |
| 1Y | +9.5% | +18.4% | -8.9% | +5.8% |
| 3Y | +93.6% | +123.3% | -29.8% | +61.8% |
| 5Y | +97.5% | +38.8% | +58.7% | +75.5% |
| 10Y | +111.2% | +169.3% | -58.1% | +67.8% |
| All | +111.2% | +167.1% | -56.0% | +67.8% |
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