-64.6%
XYZ vs KEY
+12.4%
-76.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -2.4% |
| 7D | +9.2% | -2.5% | +11.7% | +11.1% |
| 30D | +9.8% | +4.1% | +5.7% | +7.1% |
| 3M | -0.2% | -8.4% | +8.2% | +5.6% |
| 6M | +18.0% | -2.3% | +20.2% | +19.3% |
| YTD | +29.1% | +4.6% | +24.5% | +24.4% |
| 1Y | +14.1% | +24.6% | -10.4% | -2.0% |
| 3Y | +72.6% | +112.8% | -40.1% | +3.2% |
| 5Y | -64.6% | +12.9% | -77.5% | -65.4% |
| All | -64.6% | +12.4% | -76.9% | -65.4% |
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