+516.0%
ON vs KEY
+121.9%
+394.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.7% | +6.5% | +7.6% |
| 7D | -1.4% | -0.4% | -1.1% | -1.0% |
| 30D | -10.9% | +7.2% | -18.1% | -14.3% |
| 3M | -14.9% | -4.9% | -10.0% | -12.0% |
| 6M | -33.0% | +1.1% | -34.1% | -33.5% |
| YTD | +27.6% | +6.8% | +20.8% | +22.6% |
| 1Y | +44.5% | +23.3% | +21.2% | +27.4% |
| 3Y | +7.4% | +126.1% | -118.7% | -34.6% |
| 5Y | +18.7% | +15.2% | +3.5% | +2.0% |
| 10Y | +516.0% | +113.6% | +402.4% | +245.8% |
| All | +516.0% | +121.9% | +394.1% | +245.8% |
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