+243.6%
W vs KEY
+121.9%
+121.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +3.0% |
| 7D | +3.3% | -0.4% | +3.7% | +3.8% |
| 30D | +10.5% | +7.2% | +3.3% | +6.4% |
| 3M | +9.6% | -4.9% | +14.5% | +12.8% |
| 6M | +76.4% | +1.1% | +75.3% | +76.3% |
| YTD | +16.4% | +6.8% | +9.6% | +12.9% |
| 1Y | +9.3% | +23.3% | -13.9% | -2.3% |
| 3Y | +172.8% | +126.1% | +46.7% | +83.0% |
| 5Y | -53.4% | +15.2% | -68.6% | -57.7% |
| 10Y | +243.6% | +113.6% | +130.0% | +101.1% |
| All | +243.6% | +121.9% | +121.7% | +101.1% |
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