+20,418.4%
SHW vs KEY
+1,050.5%
+19,367.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -3.2% | +2.2% | -5.4% | -3.7% |
| 30D | -9.5% | -3.0% | -6.5% | -8.9% |
| 3M | +11.5% | +3.3% | +8.1% | +10.6% |
| 6M | -3.5% | +9.2% | -12.7% | -5.5% |
| YTD | +3.7% | +10.6% | -6.9% | +1.2% |
| 1Y | -7.9% | +20.4% | -28.3% | -12.1% |
| 3Y | +24.7% | +121.8% | -97.1% | +1.3% |
| 5Y | +13.6% | +41.1% | -27.5% | -1.2% |
| 10Y | +283.0% | +168.5% | +114.4% | +166.9% |
| All | +20,418.4% | +1,050.5% | +19,367.9% | +6,661.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling