+340.7%
SHW vs KEY
+109.2%
+231.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +4.2% | +0.5% | +3.7% | +4.2% |
| 30D | +11.3% | +6.9% | +4.4% | +9.4% |
| 3M | -1.8% | -5.0% | +3.2% | -0.5% |
| 6M | +12.7% | +0.7% | +12.0% | +12.6% |
| YTD | +10.4% | +6.5% | +4.0% | +8.5% |
| 1Y | +4.7% | +22.6% | -17.9% | -0.9% |
| 3Y | +42.7% | +125.3% | -82.6% | +12.8% |
| 5Y | +14.5% | +13.9% | +0.6% | +4.3% |
| 10Y | +340.7% | +105.3% | +235.4% | +216.8% |
| All | +340.7% | +109.2% | +231.5% | +216.8% |
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