+34.1%
MSCI vs KEY
+106.2%
-72.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | +2.8% | -1.3% | +4.1% | +3.2% |
| 30D | +15.4% | +5.1% | +10.3% | +14.2% |
| 3M | +13.4% | -7.1% | +20.5% | +15.3% |
| 6M | +10.9% | -4.4% | +15.3% | +12.0% |
| YTD | +13.0% | +4.0% | +9.0% | +11.5% |
| 1Y | +12.0% | +23.4% | -11.4% | +6.0% |
| 3Y | +34.1% | +113.9% | -79.8% | +11.3% |
| All | +34.1% | +106.2% | -72.1% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling