+55.5%
T vs KEY
+120.9%
-65.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +1.0% | -1.3% | +2.3% | +1.3% |
| 30D | -10.6% | +5.1% | -15.8% | -11.6% |
| 3M | -7.7% | -7.1% | -0.6% | -6.3% |
| 6M | -13.3% | -4.4% | -8.9% | -12.6% |
| YTD | -8.8% | +4.0% | -12.8% | -10.1% |
| 1Y | -8.4% | +23.4% | -31.8% | -13.2% |
| 3Y | +59.6% | +113.9% | -54.3% | +28.7% |
| 5Y | +52.1% | +12.3% | +39.8% | +38.9% |
| All | +55.5% | +120.9% | -65.4% | +19.7% |
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 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