+356.5%
SHW vs KEY
+121.9%
+234.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +3.3% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +12.1% | +7.2% | +4.9% | +10.1% |
| 3M | -3.0% | -4.9% | +1.9% | -1.7% |
| 6M | +13.5% | +1.1% | +12.5% | +13.3% |
| YTD | +11.2% | +6.8% | +4.4% | +9.2% |
| 1Y | +6.2% | +23.3% | -17.1% | +0.4% |
| 3Y | +45.6% | +126.1% | -80.4% | +14.9% |
| 5Y | +15.6% | +15.2% | +0.4% | +4.9% |
| 10Y | +356.5% | +113.6% | +242.9% | +218.9% |
| All | +356.5% | +121.9% | +234.6% | +218.9% |
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