+380.5%
NDAQ vs KEY
+173.8%
+206.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | -2.4% | +2.2% | -4.6% | -3.0% |
| 30D | +2.5% | -3.0% | +5.5% | +3.2% |
| 3M | +9.9% | +3.3% | +6.6% | +9.0% |
| 6M | +9.4% | +9.2% | +0.2% | +6.8% |
| YTD | +0.4% | +10.6% | -10.2% | -2.4% |
| 1Y | +4.0% | +20.4% | -16.4% | -1.2% |
| 3Y | +94.4% | +121.8% | -27.5% | +55.7% |
| 5Y | +56.7% | +41.1% | +15.6% | +35.0% |
| All | +380.5% | +173.8% | +206.7% | +234.4% |
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