+18.4%
KEY vs SONY
-18.5%
+36.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.3% | -4.9% | +4.6% | +0.2% |
| 30D | -3.3% | -1.6% | -1.7% | -3.1% |
| 3M | -0.7% | +10.0% | -10.7% | -1.8% |
| 6M | +12.5% | +8.4% | +4.1% | +10.9% |
| YTD | +8.4% | -8.4% | +16.8% | +10.6% |
| 1Y | +18.4% | -18.4% | +36.8% | +25.2% |
| All | +18.4% | -18.5% | +36.9% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling