+72.6%
SPY vs KEY
+13.1%
+59.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +2.6% | +2.9% | -0.3% | +1.9% |
| 30D | -2.0% | +8.4% | -10.4% | -4.0% |
| 3M | -2.8% | -5.8% | +3.0% | -1.4% |
| 6M | +2.1% | +5.4% | -3.3% | +0.6% |
| YTD | +11.5% | +7.1% | +4.4% | +9.1% |
| 1Y | +13.5% | +26.8% | -13.3% | +6.4% |
| 3Y | +77.7% | +128.7% | -51.0% | +42.6% |
| All | +72.6% | +13.1% | +59.4% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling