+894.4%
MSFT vs KEY
+107.2%
+787.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.4% |
| 7D | -6.2% | -0.5% | -5.7% | -6.1% |
| 30D | -3.7% | +6.7% | -10.4% | -5.1% |
| 3M | +3.6% | -4.6% | +8.2% | +4.7% |
| 6M | +26.8% | +2.6% | +24.2% | +25.8% |
| YTD | +8.4% | +7.0% | +1.5% | +6.3% |
| 1Y | +3.3% | +23.5% | -20.2% | -2.1% |
| 3Y | +44.3% | +126.4% | -82.1% | +16.0% |
| 5Y | +63.3% | +13.0% | +50.3% | +51.0% |
| 10Y | +894.4% | +99.5% | +794.9% | +689.5% |
| All | +894.4% | +107.2% | +787.1% | +689.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling