+128.3%
SBUX vs KEY
+167.1%
-38.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.8% |
| 7D | -6.3% | -0.3% | -5.9% | -6.2% |
| 30D | -3.9% | -3.3% | -0.6% | -2.9% |
| 3M | +3.3% | -0.7% | +4.0% | +3.5% |
| 6M | +1.4% | +12.5% | -11.1% | -2.4% |
| YTD | +21.0% | +8.4% | +12.6% | +17.6% |
| 1Y | +22.4% | +18.4% | +4.0% | +15.6% |
| 3Y | +13.2% | +123.3% | -110.1% | -14.3% |
| 5Y | -5.2% | +38.8% | -44.0% | -20.2% |
| 10Y | +128.3% | +169.3% | -41.0% | +45.2% |
| All | +128.3% | +167.1% | -38.8% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling