+210.1%
W vs KEY
+96.4%
+113.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +0.2% | +2.9% | -2.8% | -1.4% |
| 30D | +6.8% | +8.4% | -1.6% | +2.2% |
| 3M | +10.7% | -5.8% | +16.4% | +14.5% |
| 6M | +86.3% | +5.4% | +80.9% | +81.8% |
| YTD | +11.5% | +7.1% | +4.4% | +8.0% |
| 1Y | +5.1% | +26.8% | -21.7% | -7.5% |
| 3Y | +171.0% | +128.7% | +42.3% | +80.8% |
| 5Y | -56.6% | +13.6% | -70.3% | -60.4% |
| All | +210.1% | +96.4% | +113.7% | +93.9% |
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