+281.9%
SYK vs KEYS
+1,067.2%
-785.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.0% |
| 6M | -24.3% | +14.0% | -38.4% | -29.2% |
| YTD | -22.8% | +60.3% | -83.0% | -36.3% |
| 1Y | -28.8% | +91.3% | -120.1% | -45.2% |
| 3Y | -4.0% | +146.1% | -150.1% | -34.6% |
| 5Y | +3.8% | +80.8% | -76.9% | -22.4% |
| 10Y | +172.8% | +1,002.8% | -830.0% | +17.2% |
| All | +281.9% | +1,067.2% | -785.3% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling