+194.9%
SO vs KEY
+109.2%
+85.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | +8.7% | +6.9% | +1.8% | +7.6% |
| 3M | +3.4% | -5.0% | +8.4% | +4.1% |
| 6M | +3.7% | +0.7% | +3.0% | +3.5% |
| YTD | +10.0% | +6.5% | +3.6% | +8.7% |
| 1Y | +6.6% | +22.6% | -16.0% | +3.1% |
| 3Y | +52.5% | +125.3% | -72.8% | +31.0% |
| 5Y | +76.1% | +13.9% | +62.1% | +65.7% |
| 10Y | +194.9% | +105.3% | +89.5% | +137.0% |
| All | +194.9% | +109.2% | +85.7% | +137.0% |
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 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