+62.4%
MSFT vs KEY
+13.1%
+49.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.3% | +2.9% | -4.2% | -1.8% |
| 30D | -1.8% | +8.4% | -10.3% | -3.3% |
| 3M | +5.6% | -5.8% | +11.4% | +6.7% |
| 6M | +29.8% | +5.4% | +24.4% | +28.4% |
| YTD | +9.0% | +7.1% | +2.0% | +7.2% |
| 1Y | +4.9% | +26.8% | -21.9% | -0.2% |
| 3Y | +46.2% | +128.7% | -82.5% | +21.7% |
| All | +62.4% | +13.1% | +49.3% | +63.2% |
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