+265.7%
SU vs KEY
+171.1%
+94.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | -1.8% | +3.4% | +2.4% |
| 30D | +9.6% | -3.3% | +12.9% | +11.0% |
| 3M | +11.7% | -0.2% | +11.9% | +11.3% |
| 6M | +21.9% | +12.1% | +9.8% | +15.1% |
| YTD | +58.6% | +8.4% | +50.2% | +51.2% |
| 1Y | +66.5% | +17.6% | +48.9% | +52.6% |
| 3Y | +121.4% | +123.3% | -1.9% | +45.7% |
| 5Y | +355.7% | +39.5% | +316.2% | +244.7% |
| All | +265.7% | +171.1% | +94.6% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling