+99.2%
MO vs KEY
+41.9%
+57.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +0.3% | +2.2% | -1.9% | +0.2% |
| 30D | +0.6% | -3.0% | +3.7% | +0.9% |
| 3M | -1.0% | +3.3% | -4.3% | -1.3% |
| 6M | +4.3% | +9.2% | -4.8% | +3.5% |
| YTD | +23.3% | +10.6% | +12.6% | +22.0% |
| 1Y | +10.5% | +20.4% | -9.9% | +8.4% |
| 3Y | +96.3% | +121.8% | -25.6% | +77.4% |
| All | +99.2% | +41.9% | +57.3% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling