+21,057.3%
SHW vs KEY
+981.5%
+20,075.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +3.5% | -1.3% | +4.7% | +3.8% |
| 30D | +9.2% | +5.1% | +4.1% | +8.0% |
| 3M | -5.1% | -7.1% | +2.0% | -3.4% |
| 6M | +6.8% | -4.4% | +11.2% | +8.0% |
| YTD | +7.0% | +4.0% | +2.9% | +5.9% |
| 1Y | +4.1% | +23.4% | -19.3% | -1.0% |
| 3Y | +41.1% | +113.9% | -72.8% | +15.9% |
| 5Y | +12.9% | +12.3% | +0.5% | +3.7% |
| 10Y | +366.3% | +125.5% | +240.9% | +239.2% |
| All | +21,057.3% | +981.5% | +20,075.7% | +6,975.1% |
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