+484.0%
V vs KEY
+96.4%
+387.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.9% | +2.9% | -2.0% | +0.1% |
| 30D | +9.0% | +8.4% | +0.5% | +6.4% |
| 3M | +16.7% | -5.8% | +22.5% | +18.7% |
| 6M | +33.4% | +5.4% | +28.0% | +31.1% |
| YTD | +22.4% | +7.1% | +15.3% | +19.4% |
| 1Y | +27.7% | +26.8% | +0.9% | +18.5% |
| 3Y | +78.0% | +128.7% | -50.7% | +34.7% |
| 5Y | +108.5% | +13.6% | +94.9% | +88.9% |
| All | +484.0% | +96.4% | +387.6% | +314.9% |
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