-63.9%
XYZ vs KEY
+11.7%
-75.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +12.1% | -1.3% | +13.4% | +13.2% |
| 30D | +12.4% | +5.1% | +7.2% | +8.9% |
| 3M | +8.2% | -7.1% | +15.3% | +13.4% |
| 6M | +20.7% | -4.4% | +25.1% | +23.8% |
| YTD | +31.3% | +4.0% | +27.3% | +27.0% |
| 1Y | +20.5% | +23.4% | -2.9% | +4.1% |
| 3Y | +72.6% | +113.9% | -41.3% | +2.8% |
| All | -63.9% | +11.7% | -75.6% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling