+1,098.7%
KEYS vs SNY
+36.8%
+1,062.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +3.5% | -3.3% | +6.8% | +4.5% |
| 30D | -4.5% | -2.2% | -2.3% | -4.0% |
| 3M | -0.4% | -3.0% | +2.6% | 0.0% |
| 6M | +19.1% | +2.7% | +16.4% | +17.1% |
| YTD | +66.7% | -6.8% | +73.5% | +68.9% |
| 1Y | +96.5% | -5.3% | +101.7% | +97.6% |
| 3Y | +155.2% | -9.8% | +164.9% | +154.0% |
| 5Y | +88.0% | +9.7% | +78.3% | +68.3% |
| 10Y | +1,046.8% | +64.5% | +982.3% | +750.4% |
| All | +1,098.7% | +36.8% | +1,062.0% | +823.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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