+65.5%
T vs KEY
+173.8%
-108.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -1.3% | +2.2% | -3.5% | -1.7% |
| 30D | +11.4% | -3.0% | +14.4% | +12.0% |
| 3M | +14.3% | +3.3% | +11.0% | +13.4% |
| 6M | -9.3% | +9.2% | -18.5% | -11.2% |
| YTD | +7.1% | +10.6% | -3.5% | +4.2% |
| 1Y | -9.1% | +20.4% | -29.5% | -13.4% |
| 3Y | +105.3% | +121.8% | -16.5% | +64.0% |
| 5Y | +66.8% | +41.1% | +25.7% | +43.2% |
| All | +65.5% | +173.8% | -108.3% | +14.9% |
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