+167.6%
SYK vs KEYS
+1,005.8%
-838.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.5% |
| 7D | -12.3% | +0.9% | -13.3% | -12.6% |
| 30D | -22.4% | -5.3% | -17.2% | -21.5% |
| 3M | -12.3% | +0.5% | -12.8% | -14.1% |
| 6M | -24.3% | +14.0% | -38.4% | -29.4% |
| YTD | -22.8% | +60.3% | -83.0% | -36.9% |
| 1Y | -28.8% | +91.3% | -120.1% | -45.9% |
| 3Y | -4.0% | +146.1% | -150.1% | -36.2% |
| 5Y | +3.8% | +80.8% | -76.9% | -23.8% |
| All | +167.6% | +1,005.8% | -838.2% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling