+169.3%
KEY vs SONY
+276.5%
-107.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -0.3% | -4.9% | +4.6% | +1.7% |
| 30D | -3.3% | -1.6% | -1.7% | -2.7% |
| 3M | -0.7% | +10.0% | -10.7% | -5.3% |
| 6M | +12.5% | +8.4% | +4.1% | +7.3% |
| YTD | +8.4% | -8.4% | +16.8% | +10.9% |
| 1Y | +18.4% | -18.4% | +36.8% | +26.9% |
| 3Y | +123.3% | +41.0% | +82.4% | +81.7% |
| 5Y | +38.8% | +9.3% | +29.5% | +23.7% |
| 10Y | +169.3% | +281.7% | -112.4% | +58.7% |
| All | +169.3% | +276.5% | -107.2% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling