-35.3%
KEEL vs SONY
+9.6%
-45.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +2.3% |
| 7D | +2.9% | -2.7% | +5.6% | +5.1% |
| 30D | +0.8% | +1.5% | -0.7% | -1.6% |
| 3M | -35.3% | +13.0% | -48.3% | -46.0% |
| 6M | +59.4% | +11.2% | +48.2% | +34.2% |
| YTD | +51.9% | -6.6% | +58.6% | +55.7% |
| 1Y | +75.0% | -18.1% | +93.1% | +104.3% |
| 3Y | +224.5% | +42.1% | +182.5% | +67.1% |
| All | -35.3% | +9.6% | -45.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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