+5.0%
SYK vs KEYS
+79.9%
-74.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.7% |
| 7D | -12.3% | +0.9% | -13.3% | -12.5% |
| 30D | -22.4% | -5.3% | -17.2% | -21.8% |
| 3M | -12.3% | +0.5% | -12.8% | -13.6% |
| 6M | -24.3% | +14.0% | -38.4% | -28.3% |
| YTD | -22.8% | +60.3% | -83.0% | -34.4% |
| 1Y | -28.8% | +91.3% | -120.1% | -43.2% |
| 3Y | -4.0% | +146.1% | -150.1% | -32.7% |
| All | +5.0% | +79.9% | -74.9% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling