+15.3%
SHW vs KEY
+40.7%
-25.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -3.2% | +2.2% | -5.4% | -3.8% |
| 30D | -9.5% | -3.0% | -6.5% | -8.8% |
| 3M | +11.5% | +3.3% | +8.1% | +10.6% |
| 6M | -3.5% | +9.2% | -12.7% | -5.6% |
| YTD | +3.7% | +10.6% | -6.9% | +1.0% |
| 1Y | -7.9% | +20.4% | -28.3% | -12.3% |
| 3Y | +24.7% | +121.8% | -97.1% | +0.3% |
| All | +15.3% | +40.7% | -25.4% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling