+11.3%
SBUX vs KEYS
+154.3%
-143.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.5% |
| 7D | -5.5% | +3.5% | -9.0% | -6.3% |
| 30D | -8.5% | -4.5% | -4.0% | -7.5% |
| 3M | -2.9% | -0.4% | -2.5% | -3.7% |
| 6M | -1.5% | +19.1% | -20.7% | -8.1% |
| YTD | +19.4% | +66.7% | -47.3% | -2.0% |
| 1Y | +22.9% | +96.5% | -73.5% | -5.7% |
| 3Y | +11.3% | +155.2% | -143.9% | -29.8% |
| All | +11.3% | +154.3% | -143.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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