+47.4%
SO vs KEY
+122.6%
-75.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.2% | +2.2% | -2.4% | -0.2% |
| 30D | -4.6% | -3.0% | -1.6% | -4.5% |
| 3M | -3.0% | +3.3% | -6.4% | -3.2% |
| 6M | -8.3% | +9.2% | -17.4% | -8.6% |
| YTD | +3.5% | +10.6% | -7.1% | +3.0% |
| 1Y | -0.9% | +20.4% | -21.3% | -1.8% |
| All | +47.4% | +122.6% | -75.2% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling