+533.2%
XYZ vs KEY
+164.0%
+369.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -1.0% | +2.2% | -3.2% | -1.9% |
| 30D | -1.7% | -3.0% | +1.3% | -0.2% |
| 3M | +16.7% | +3.3% | +13.4% | +14.7% |
| 6M | +26.9% | +9.2% | +17.7% | +21.4% |
| YTD | +27.1% | +10.6% | +16.5% | +20.4% |
| 1Y | +9.3% | +20.4% | -11.1% | -0.9% |
| 3Y | +42.3% | +121.8% | -79.6% | -4.1% |
| 5Y | -69.3% | +41.1% | -110.4% | -74.9% |
| 10Y | +586.8% | +168.5% | +418.3% | +264.7% |
| All | +533.2% | +164.0% | +369.2% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling