+76.1%
SO vs KEY
+14.6%
+61.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.1% | +0.5% | -0.6% | -0.1% |
| 30D | +8.7% | +6.9% | +1.8% | +8.2% |
| 3M | +3.4% | -5.0% | +8.4% | +3.7% |
| 6M | +3.7% | +0.7% | +3.0% | +3.6% |
| YTD | +10.0% | +6.5% | +3.6% | +9.4% |
| 1Y | +6.6% | +22.6% | -16.0% | +5.0% |
| 3Y | +52.5% | +125.3% | -72.8% | +40.8% |
| 5Y | +76.1% | +13.9% | +62.1% | +71.6% |
| All | +76.1% | +14.6% | +61.5% | +71.6% |
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 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