+99.1%
NDAQ vs KEY
+122.6%
-23.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.3% |
| 3M | +9.9% | +3.3% | +6.6% | +8.9% |
| 6M | +9.4% | +9.2% | +0.2% | +6.5% |
| YTD | +0.4% | +10.6% | -10.2% | -2.7% |
| 1Y | +4.0% | +20.4% | -16.4% | -1.7% |
| All | +99.1% | +122.6% | -23.5% | +57.9% |
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