+22,814.2%
SYK vs KEY
+1,030.3%
+21,783.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.8% | -7.0% | -8.4% |
| 7D | -12.9% | +2.7% | -15.6% | -13.4% |
| 30D | -18.5% | -3.2% | -15.2% | -17.9% |
| 3M | -8.1% | +1.0% | -9.0% | -8.3% |
| 6M | -23.8% | +11.9% | -35.6% | -25.7% |
| YTD | -20.9% | +8.7% | -29.6% | -22.6% |
| 1Y | -29.0% | +18.5% | -47.4% | -31.9% |
| 3Y | -1.7% | +124.0% | -125.6% | -19.7% |
| 5Y | +4.0% | +40.8% | -36.9% | -9.3% |
| 10Y | +168.8% | +167.0% | +1.8% | +95.2% |
| All | +22,814.2% | +1,030.3% | +21,783.9% | +8,883.0% |
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 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