+2,593.6%
NDAQ vs KEY
+77.6%
+2,516.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.8% | -1.3% | +2.1% | +1.3% |
| 30D | +16.5% | +5.1% | +11.4% | +14.5% |
| 3M | +13.5% | -7.1% | +20.6% | +16.3% |
| 6M | +20.9% | -4.4% | +25.3% | +22.4% |
| YTD | +11.4% | +4.0% | +7.4% | +9.3% |
| 1Y | +25.9% | +23.4% | +2.5% | +16.3% |
| 3Y | +119.9% | +113.9% | +5.9% | +62.7% |
| 5Y | +61.7% | +12.3% | +49.4% | +40.4% |
| 10Y | +481.6% | +125.5% | +356.1% | +238.9% |
| All | +2,593.6% | +77.6% | +2,516.0% | +1,147.7% |
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