-7.2%
SYK vs KEY
+121.2%
-128.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | -1.8% | -10.6% | -12.0% |
| 30D | -22.4% | -3.3% | -19.1% | -22.0% |
| 3M | -12.3% | -0.2% | -12.1% | -12.3% |
| 6M | -24.3% | +12.1% | -36.4% | -25.7% |
| YTD | -22.8% | +8.4% | -31.2% | -24.0% |
| 1Y | -28.8% | +17.6% | -46.4% | -30.9% |
| All | -7.2% | +121.2% | -128.4% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling