-7.5%
MSCI vs KEY
+40.7%
-48.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.4% | +2.2% | -1.8% | -0.2% |
| 30D | +0.6% | -3.0% | +3.6% | +1.3% |
| 3M | -7.1% | +3.3% | -10.4% | -8.0% |
| 6M | +0.8% | +9.2% | -8.4% | -1.7% |
| YTD | +1.0% | +10.6% | -9.7% | -2.2% |
| 1Y | +4.3% | +20.4% | -16.1% | -1.4% |
| 3Y | +9.9% | +121.8% | -111.9% | -14.7% |
| All | -7.5% | +40.7% | -48.2% | -13.9% |
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