+4.9%
MSCI vs KEY
+16.6%
-11.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | +0.1% |
| 7D | +1.5% | -0.4% | +1.8% | +1.6% |
| 30D | +14.4% | +7.2% | +7.2% | +12.3% |
| 3M | +15.2% | -4.9% | +20.1% | +16.7% |
| 6M | +11.2% | +1.1% | +10.2% | +10.7% |
| YTD | +13.9% | +6.8% | +7.1% | +11.4% |
| 1Y | +12.5% | +23.3% | -10.8% | +5.7% |
| 3Y | +32.3% | +126.1% | -93.8% | +1.8% |
| 5Y | +4.9% | +15.2% | -10.3% | +0.9% |
| All | +4.9% | +16.6% | -11.7% | +0.9% |
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