+1,033.0%
KEY vs SONY
+598.6%
+434.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | +1.8% | -3.2% | +5.0% | +2.9% |
| 30D | +7.1% | +9.6% | -2.4% | +3.5% |
| 3M | -5.9% | +13.3% | -19.2% | -10.3% |
| 6M | +2.2% | +20.3% | -18.1% | -5.3% |
| YTD | +6.4% | +4.1% | +2.3% | +3.3% |
| 1Y | +24.8% | -11.9% | +36.7% | +28.4% |
| 3Y | +125.2% | +56.6% | +68.6% | +84.5% |
| 5Y | +13.0% | +10.9% | +2.0% | +3.3% |
| 10Y | +98.5% | +366.6% | -268.2% | +7.3% |
| All | +1,033.0% | +598.6% | +434.4% | +351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling