+5,976.4%
SO vs KEY
+1,050.5%
+4,925.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.2% | +2.2% | -2.4% | -0.4% |
| 30D | -4.6% | -3.0% | -1.6% | -4.3% |
| 3M | -3.0% | +3.3% | -6.4% | -3.4% |
| 6M | -8.3% | +9.2% | -17.4% | -9.2% |
| YTD | +3.5% | +10.6% | -7.1% | +2.2% |
| 1Y | -0.9% | +20.4% | -21.3% | -3.2% |
| 3Y | +45.4% | +121.8% | -76.5% | +30.8% |
| 5Y | +59.6% | +41.1% | +18.5% | +47.9% |
| 10Y | +156.6% | +168.5% | -11.9% | +113.6% |
| All | +5,976.4% | +1,050.5% | +4,925.8% | +3,570.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling