+387.7%
V vs KEY
+168.7%
+219.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -1.7% | +2.2% | -3.9% | -2.3% |
| 30D | +2.0% | -3.0% | +5.0% | +2.8% |
| 3M | +17.4% | +3.3% | +14.0% | +16.1% |
| 6M | +17.5% | +9.2% | +8.3% | +14.2% |
| YTD | +7.6% | +10.6% | -3.1% | +4.1% |
| 1Y | +7.7% | +20.4% | -12.7% | +1.4% |
| 3Y | +54.7% | +121.8% | -67.2% | +18.0% |
| 5Y | +73.0% | +41.1% | +31.9% | +45.9% |
| All | +387.7% | +168.7% | +219.0% | +211.9% |
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