+488.5%
NDAQ vs KEY
+96.4%
+392.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +1.3% | +2.9% | -1.7% | +0.5% |
| 30D | +18.0% | +8.4% | +9.5% | +15.6% |
| 3M | +11.5% | -5.8% | +17.3% | +13.1% |
| 6M | +21.1% | +5.4% | +15.6% | +19.3% |
| YTD | +12.8% | +7.1% | +5.8% | +10.5% |
| 1Y | +25.7% | +26.8% | -1.1% | +17.9% |
| 3Y | +116.8% | +128.7% | -11.9% | +72.5% |
| 5Y | +67.3% | +13.6% | +53.6% | +52.5% |
| All | +488.5% | +96.4% | +392.0% | +337.3% |
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