-5.3%
SYK vs KEYS
+45.0%
-50.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.8% | +7.5% | -2.5% |
| 7D | +7.5% | -21.0% | +28.5% | +4.4% |
| 30D | +20.4% | -32.8% | +53.3% | +14.9% |
| 3M | -0.3% | -22.4% | +22.2% | -3.1% |
| 6M | +14.2% | -26.8% | +40.9% | +11.2% |
| YTD | -3.8% | +28.3% | -32.1% | -8.3% |
| 1Y | -5.3% | +40.2% | -45.5% | -10.2% |
| All | -5.3% | +45.0% | -50.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling