+449.7%
V vs KEY
+120.9%
+328.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.2% | -1.3% | +3.5% | +2.6% |
| 30D | +13.6% | +5.1% | +8.4% | +12.0% |
| 3M | +14.3% | -7.1% | +21.4% | +16.7% |
| 6M | +33.1% | -4.4% | +37.5% | +34.5% |
| YTD | +21.2% | +4.0% | +17.2% | +19.3% |
| 1Y | +26.4% | +23.4% | +3.0% | +18.3% |
| 3Y | +77.6% | +113.9% | -36.3% | +37.4% |
| 5Y | +102.6% | +12.3% | +90.3% | +84.1% |
| All | +449.7% | +120.9% | +328.8% | +316.2% |
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