+105.3%
KEY vs SONY
+366.6%
-261.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +0.5% | +5.2% | -4.7% | -1.8% |
| 30D | +6.9% | +10.7% | -3.9% | +2.2% |
| 3M | -5.0% | +12.1% | -17.1% | -9.8% |
| 6M | +0.7% | +32.6% | -31.8% | -12.0% |
| YTD | +6.5% | +4.3% | +2.1% | +2.9% |
| 1Y | +22.6% | -4.5% | +27.1% | +22.9% |
| 3Y | +125.3% | +56.9% | +68.4% | +74.6% |
| 5Y | +13.9% | +12.5% | +1.4% | +0.7% |
| 10Y | +105.3% | +371.7% | -266.4% | +8.2% |
| All | +105.3% | +366.6% | -261.2% | +8.2% |
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