+12.0%
SHW vs KEYS
+87.1%
-75.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.1% | +0.8% |
| 7D | -3.1% | +3.5% | -6.6% | -4.0% |
| 30D | -10.0% | -4.5% | -5.6% | -9.1% |
| 3M | +2.3% | -0.4% | +2.7% | +1.3% |
| 6M | +0.7% | +19.1% | -18.5% | -6.0% |
| YTD | +0.5% | +66.7% | -66.2% | -16.8% |
| 1Y | -11.5% | +96.5% | -107.9% | -31.3% |
| 3Y | +21.3% | +155.2% | -133.8% | -17.6% |
| All | +12.0% | +87.1% | -75.1% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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