+2,586.3%
NDAQ vs KEY
+78.6%
+2,507.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.7% |
| 7D | +1.2% | -2.5% | +3.6% | +2.1% |
| 30D | +15.8% | +4.1% | +11.7% | +14.2% |
| 3M | +13.4% | -8.4% | +21.7% | +16.7% |
| 6M | +20.9% | -2.3% | +23.2% | +21.5% |
| YTD | +11.1% | +4.6% | +6.5% | +8.8% |
| 1Y | +26.5% | +24.6% | +2.0% | +16.5% |
| 3Y | +121.5% | +112.8% | +8.7% | +64.2% |
| 5Y | +61.3% | +12.9% | +48.4% | +39.7% |
| 10Y | +480.0% | +126.7% | +353.3% | +237.4% |
| All | +2,586.3% | +78.6% | +2,507.7% | +1,142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling