-63.7%
XYZ vs KEY
+13.1%
-76.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.4% |
| 7D | -1.1% | +2.9% | -4.0% | -2.8% |
| 30D | +11.5% | +8.4% | +3.1% | +6.1% |
| 3M | +1.8% | -5.8% | +7.6% | +5.8% |
| 6M | +21.2% | +5.4% | +15.8% | +16.9% |
| YTD | +29.9% | +7.1% | +22.9% | +23.4% |
| 1Y | +35.8% | +26.8% | +9.0% | +15.5% |
| 3Y | +62.6% | +128.7% | -66.1% | -7.2% |
| All | -63.7% | +13.1% | -76.8% | -64.9% |
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 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