+175.2%
SO vs KEY
+120.9%
+54.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | +8.1% | +5.1% | +2.9% | +7.3% |
| 3M | +0.2% | -7.1% | +7.3% | +1.2% |
| 6M | +0.4% | -4.4% | +4.8% | +0.9% |
| YTD | +8.5% | +4.0% | +4.5% | +7.5% |
| 1Y | +4.9% | +23.4% | -18.5% | +1.4% |
| 3Y | +47.9% | +113.9% | -66.0% | +28.4% |
| 5Y | +75.7% | +12.3% | +63.4% | +65.7% |
| All | +175.2% | +120.9% | +54.3% | +137.6% |
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 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