+155.2%
KEYS vs SONY
+42.2%
+112.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.5% |
| 7D | +3.5% | -2.7% | +6.2% | +4.3% |
| 30D | -4.5% | +1.5% | -6.0% | -5.1% |
| 3M | -0.4% | +13.0% | -13.4% | -5.3% |
| 6M | +19.1% | +11.2% | +7.9% | +13.4% |
| YTD | +66.7% | -6.6% | +73.3% | +70.0% |
| 1Y | +96.5% | -18.1% | +114.6% | +111.2% |
| 3Y | +155.2% | +42.1% | +113.1% | +114.4% |
| All | +155.2% | +42.2% | +112.9% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling