-26.6%
U vs KEY
+124.4%
-151.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +2.8% | +1.8% | +1.1% | +2.0% |
| 30D | +7.6% | +7.1% | +0.5% | +4.1% |
| 3M | +12.7% | -5.9% | +18.6% | +15.4% |
| 6M | +87.0% | +2.2% | +84.8% | +83.7% |
| YTD | +13.6% | +6.4% | +7.2% | +9.8% |
| 1Y | +25.3% | +24.8% | +0.5% | +12.7% |
| 3Y | +85.8% | +125.2% | -39.4% | +33.7% |
| 5Y | -74.5% | +13.0% | -87.4% | -79.3% |
| All | -26.6% | +124.4% | -151.0% | -20.3% |
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