+16,738.5%
MO vs KEY
+1,006.9%
+15,731.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +6.5% | +6.9% | -0.4% | +5.5% |
| 3M | +18.3% | -5.0% | +23.3% | +19.1% |
| 6M | +15.6% | +0.7% | +14.8% | +15.2% |
| YTD | +38.8% | +6.5% | +32.4% | +37.1% |
| 1Y | +41.6% | +22.6% | +19.0% | +37.1% |
| 3Y | +138.2% | +125.3% | +12.9% | +108.1% |
| 5Y | +150.5% | +13.9% | +136.6% | +134.6% |
| 10Y | +146.1% | +105.3% | +40.7% | +103.6% |
| All | +16,738.5% | +1,006.9% | +15,731.5% | +7,905.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling