+238.6%
SBUX vs KEYS
+1,067.2%
-828.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -6.2% | +0.9% | -7.2% | -6.6% |
| 30D | -6.4% | -5.3% | -1.2% | -5.0% |
| 3M | +1.0% | +0.5% | +0.5% | -0.4% |
| 6M | -0.4% | +14.0% | -14.4% | -6.6% |
| YTD | +20.0% | +60.3% | -40.3% | -1.8% |
| 1Y | +22.8% | +91.3% | -68.6% | -6.4% |
| 3Y | +12.3% | +146.1% | -133.9% | -23.7% |
| 5Y | -6.4% | +80.8% | -87.2% | -30.4% |
| 10Y | +126.5% | +1,002.8% | -876.3% | +4.1% |
| All | +238.6% | +1,067.2% | -828.6% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling