+87.2%
KEY vs SNY
+245.1%
-157.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.4% |
| 7D | +2.7% | -2.7% | +5.5% | +4.3% |
| 30D | -3.2% | -0.7% | -2.5% | -3.0% |
| 3M | +1.0% | -1.6% | +2.6% | +1.3% |
| 6M | +11.9% | +2.3% | +9.6% | +9.7% |
| YTD | +8.7% | -6.0% | +14.7% | +11.2% |
| 1Y | +18.5% | -2.7% | +21.1% | +18.1% |
| 3Y | +124.0% | -7.5% | +131.4% | +117.2% |
| 5Y | +40.8% | +6.7% | +34.1% | +21.1% |
| 10Y | +167.0% | +62.3% | +104.7% | +68.9% |
| All | +87.2% | +245.1% | -157.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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