+77.5%
SO vs KEY
+12.7%
+64.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -0.9% | +1.8% | -2.7% | -1.0% |
| 30D | +4.9% | +7.1% | -2.2% | +4.5% |
| 3M | +0.8% | -5.9% | +6.7% | +1.1% |
| 6M | +0.6% | +2.2% | -1.6% | +0.4% |
| YTD | +8.7% | +6.4% | +2.2% | +8.1% |
| 1Y | +4.0% | +24.8% | -20.8% | +2.3% |
| 3Y | +50.6% | +125.2% | -74.7% | +39.0% |
| 5Y | +77.5% | +13.0% | +64.5% | +73.4% |
| All | +77.5% | +12.7% | +64.8% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling