+61.8%
MSFT vs KEY
+12.7%
+49.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.4% | +1.8% | -4.2% | -2.7% |
| 30D | -3.8% | +7.1% | -10.9% | -5.0% |
| 3M | +6.4% | -5.9% | +12.3% | +7.6% |
| 6M | +28.8% | +2.2% | +26.6% | +28.1% |
| YTD | +8.8% | +6.4% | +2.4% | +7.2% |
| 1Y | +3.2% | +24.8% | -21.6% | -1.6% |
| 3Y | +44.8% | +125.2% | -80.4% | +20.9% |
| 5Y | +61.8% | +13.0% | +48.9% | +64.1% |
| All | +61.8% | +12.7% | +49.2% | +64.1% |
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