+10.9%
MO vs KEY
+18.3%
-7.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.0% | -1.8% | +0.8% | -1.2% |
| 30D | +5.8% | -3.3% | +9.1% | +5.5% |
| 3M | -4.5% | -0.2% | -4.3% | -4.4% |
| 6M | +5.7% | +12.1% | -6.4% | +7.4% |
| YTD | +23.1% | +8.4% | +14.7% | +24.1% |
| 1Y | +10.9% | +17.6% | -6.7% | +12.3% |
| All | +10.9% | +18.3% | -7.4% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling