+87.5%
SYY vs KEY
+107.2%
-19.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | -2.2% | +6.7% | -9.0% | -4.7% |
| 3M | -8.0% | -4.6% | -3.4% | -6.5% |
| 6M | +7.5% | +2.6% | +4.9% | +5.9% |
| YTD | +7.4% | +7.0% | +0.5% | +3.7% |
| 1Y | +4.9% | +23.5% | -18.6% | -4.6% |
| 3Y | +24.1% | +126.4% | -102.3% | -17.5% |
| 5Y | +13.4% | +13.0% | +0.3% | -3.0% |
| 10Y | +87.5% | +99.5% | -11.9% | +5.3% |
| All | +87.5% | +107.2% | -19.7% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling