+208.9%
W vs KEY
+95.2%
+113.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -1.7% | +1.8% | -3.4% | -2.6% |
| 30D | +3.2% | +7.1% | -3.9% | -0.6% |
| 3M | +8.3% | -5.9% | +14.2% | +12.1% |
| 6M | +84.3% | +2.2% | +82.1% | +83.0% |
| YTD | +11.0% | +6.4% | +4.6% | +7.9% |
| 1Y | -0.2% | +24.8% | -25.0% | -11.4% |
| 3Y | +157.9% | +125.2% | +32.7% | +73.4% |
| 5Y | -56.8% | +13.0% | -69.8% | -60.4% |
| All | +208.9% | +95.2% | +113.7% | +93.8% |
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