-26.3%
U vs KEY
+124.5%
-150.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +24.4% | +0.5% | +23.8% | +23.8% |
| 30D | +7.4% | +6.9% | +0.5% | +4.0% |
| 3M | +16.8% | -5.0% | +21.8% | +19.1% |
| 6M | +78.8% | +0.7% | +78.0% | +76.8% |
| YTD | +14.0% | +6.5% | +7.5% | +10.1% |
| 1Y | +16.7% | +22.6% | -5.9% | +5.9% |
| 3Y | +86.4% | +125.3% | -39.0% | +34.1% |
| 5Y | -71.5% | +13.9% | -85.4% | -76.8% |
| All | -26.3% | +124.5% | -150.9% | -20.0% |
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