+1,514.2%
RF vs KEY
+1,050.5%
+463.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.3% |
| 7D | +1.3% | +2.2% | -0.9% | -0.3% |
| 30D | -3.6% | -3.0% | -0.6% | -1.4% |
| 3M | +8.1% | +3.3% | +4.8% | +5.5% |
| 6M | +11.5% | +9.2% | +2.3% | +4.5% |
| YTD | +15.6% | +10.6% | +4.9% | +7.3% |
| 1Y | +15.7% | +20.4% | -4.7% | +0.8% |
| 3Y | +86.9% | +121.8% | -35.0% | +0.9% |
| 5Y | +89.8% | +41.1% | +48.7% | +33.2% |
| 10Y | +344.7% | +168.5% | +176.2% | +95.4% |
| All | +1,514.2% | +1,050.5% | +463.7% | +473.7% |
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