+1,362.4%
MU vs KEY
+122.6%
+1,239.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.0% |
| 7D | +9.0% | +2.2% | +6.8% | +7.8% |
| 30D | +13.8% | -3.0% | +16.8% | +15.5% |
| 3M | +2.1% | +3.3% | -1.3% | +0.3% |
| 6M | +153.8% | +9.2% | +144.6% | +141.5% |
| YTD | +256.4% | +10.6% | +245.7% | +235.5% |
| 1Y | +719.8% | +20.4% | +699.4% | +636.8% |
| All | +1,362.4% | +122.6% | +1,239.8% | +992.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling