+2,781.3%
MSCI vs KEY
+44.4%
+2,736.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.0% |
| 7D | +6.0% | -2.5% | +8.5% | +6.8% |
| 30D | +18.2% | +4.1% | +14.1% | +17.0% |
| 3M | +15.1% | -8.4% | +23.5% | +17.8% |
| 6M | +13.7% | -2.3% | +16.0% | +14.3% |
| YTD | +15.6% | +4.6% | +11.0% | +13.7% |
| 1Y | +16.3% | +24.6% | -8.2% | +9.1% |
| 3Y | +36.9% | +112.8% | -75.9% | +8.6% |
| 5Y | +6.3% | +12.9% | -6.6% | -3.8% |
| 10Y | +823.0% | +126.7% | +696.3% | +536.6% |
| All | +2,781.3% | +44.4% | +2,736.9% | +1,676.9% |
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 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