+1,407.5%
RF vs KEY
+987.2%
+420.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -0.1% |
| 7D | -1.6% | -2.5% | +0.8% | +0.2% |
| 30D | +5.0% | +4.1% | +1.0% | +1.9% |
| 3M | -10.0% | -8.4% | -1.6% | -4.0% |
| 6M | +3.3% | -2.3% | +5.6% | +5.1% |
| YTD | +7.9% | +4.6% | +3.4% | +4.5% |
| 1Y | +21.2% | +24.6% | -3.3% | +3.0% |
| 3Y | +105.8% | +112.8% | -7.0% | +14.8% |
| 5Y | +43.7% | +12.9% | +30.8% | +19.1% |
| 10Y | +289.4% | +126.7% | +162.8% | +94.1% |
| All | +1,407.5% | +987.2% | +420.3% | +458.7% |
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