+444.2%
V vs KEY
+121.9%
+322.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.9% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +9.5% | +7.2% | +2.3% | +7.3% |
| 3M | +16.7% | -4.9% | +21.6% | +18.3% |
| 6M | +32.9% | +1.1% | +31.9% | +32.3% |
| YTD | +21.1% | +6.8% | +14.3% | +18.3% |
| 1Y | +26.6% | +23.3% | +3.4% | +18.5% |
| 3Y | +78.4% | +126.1% | -47.7% | +35.7% |
| 5Y | +105.5% | +15.2% | +90.3% | +85.3% |
| 10Y | +444.2% | +113.6% | +330.7% | +314.2% |
| All | +444.2% | +121.9% | +322.3% | +314.2% |
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