+238.8%
SU vs KEY
+96.4%
+142.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +1.7% | +2.9% | -1.2% | +0.5% |
| 30D | -7.9% | +8.4% | -16.3% | -11.0% |
| 3M | +7.5% | -5.8% | +13.3% | +9.8% |
| 6M | +7.2% | +5.4% | +1.8% | +3.9% |
| YTD | +60.9% | +7.1% | +53.9% | +53.7% |
| 1Y | +63.6% | +26.8% | +36.8% | +45.1% |
| 3Y | +128.9% | +128.7% | +0.2% | +49.0% |
| 5Y | +228.3% | +13.6% | +214.6% | +175.4% |
| All | +238.8% | +96.4% | +142.4% | +95.9% |
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