+59.8%
SO vs KEY
+40.7%
+19.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.2% | +2.2% | -2.4% | -0.3% |
| 30D | -4.6% | -3.0% | -1.6% | -4.4% |
| 3M | -3.0% | +3.3% | -6.4% | -3.3% |
| 6M | -8.3% | +9.2% | -17.4% | -8.8% |
| YTD | +3.5% | +10.6% | -7.1% | +2.7% |
| 1Y | -0.9% | +20.4% | -21.3% | -2.3% |
| 3Y | +45.4% | +121.8% | -76.5% | +34.4% |
| All | +59.8% | +40.7% | +19.1% | +52.8% |
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