+546.8%
ON vs KEY
+95.2%
+451.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.5% |
| 7D | +17.0% | +1.8% | +15.2% | +15.9% |
| 30D | -3.9% | +7.1% | -11.0% | -7.5% |
| 3M | -11.5% | -5.9% | -5.6% | -8.0% |
| 6M | -29.2% | +2.2% | -31.4% | -30.1% |
| YTD | +36.2% | +6.4% | +29.7% | +31.1% |
| 1Y | +49.6% | +24.8% | +24.9% | +31.0% |
| 3Y | +9.4% | +125.2% | -115.8% | -33.3% |
| 5Y | +25.8% | +13.0% | +12.9% | +9.4% |
| All | +546.8% | +95.2% | +451.5% | +263.0% |
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