+40.8%
KEY vs SONY
+11.4%
+29.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.3% |
| 7D | +2.7% | -5.2% | +7.9% | +4.7% |
| 30D | -3.2% | +0.3% | -3.5% | -3.4% |
| 3M | +1.0% | +6.2% | -5.3% | -1.8% |
| 6M | +11.9% | +9.5% | +2.3% | +7.0% |
| YTD | +8.7% | -8.1% | +16.8% | +11.2% |
| 1Y | +18.5% | -17.9% | +36.4% | +26.4% |
| 3Y | +124.0% | +41.5% | +82.4% | +84.9% |
| 5Y | +40.8% | +11.8% | +29.0% | +22.0% |
| All | +40.8% | +11.4% | +29.4% | +22.0% |
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