+167.6%
SYK vs KEY
+171.1%
-3.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | -1.8% | -10.6% | -11.9% |
| 30D | -22.4% | -3.3% | -19.1% | -21.7% |
| 3M | -12.3% | -0.2% | -12.1% | -12.4% |
| 6M | -24.3% | +12.1% | -36.4% | -26.8% |
| YTD | -22.8% | +8.4% | -31.2% | -24.8% |
| 1Y | -28.8% | +17.6% | -46.4% | -32.4% |
| 3Y | -4.0% | +123.3% | -127.3% | -27.0% |
| 5Y | +3.8% | +39.5% | -35.7% | -12.4% |
| All | +167.6% | +171.1% | -3.5% | +86.0% |
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