+1,071.7%
KEYS vs SONY
+617.9%
+453.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.9% | -4.9% | +7.8% | +4.8% |
| 30D | -1.3% | -1.6% | +0.3% | -1.0% |
| 3M | -0.1% | +10.0% | -10.1% | -4.7% |
| 6M | +17.4% | +8.4% | +9.0% | +12.2% |
| YTD | +62.9% | -8.4% | +71.3% | +66.0% |
| 1Y | +95.7% | -18.4% | +114.1% | +108.1% |
| 3Y | +150.2% | +41.0% | +109.2% | +111.0% |
| 5Y | +83.1% | +9.3% | +73.8% | +67.5% |
| 10Y | +1,020.9% | +281.7% | +739.2% | +595.9% |
| All | +1,071.7% | +617.9% | +453.8% | +546.0% |
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 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