+1,006.2%
TER vs KEY
+109.2%
+897.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -8.9% | +0.5% | -9.4% | -8.9% |
| 30D | -39.1% | +6.9% | -45.9% | -40.7% |
| 3M | -32.8% | -5.0% | -27.8% | -31.3% |
| 6M | -31.7% | +0.7% | -32.5% | -32.1% |
| YTD | +26.9% | +6.5% | +20.5% | +24.3% |
| 1Y | +33.6% | +22.6% | +11.0% | +23.3% |
| 3Y | +181.5% | +125.3% | +56.2% | +101.9% |
| 5Y | +76.1% | +13.9% | +62.2% | +58.8% |
| 10Y | +1,006.2% | +105.3% | +900.9% | +671.8% |
| All | +1,006.2% | +109.2% | +897.0% | +671.8% |
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