+149.3%
MO vs KEY
+107.2%
+42.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +8.0% | +6.7% | +1.3% | +6.8% |
| 3M | +20.9% | -4.6% | +25.5% | +21.7% |
| 6M | +16.3% | +2.6% | +13.7% | +15.5% |
| YTD | +40.7% | +7.0% | +33.8% | +38.4% |
| 1Y | +41.5% | +23.5% | +18.0% | +35.6% |
| 3Y | +141.5% | +126.4% | +15.1% | +100.9% |
| 5Y | +153.1% | +13.0% | +140.1% | +135.5% |
| 10Y | +149.3% | +99.5% | +49.8% | +100.2% |
| All | +149.3% | +107.2% | +42.1% | +100.2% |
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