+4,123.0%
SYY vs KEY
+981.5%
+3,141.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -7.3% | -1.3% | -6.0% | -7.0% |
| 30D | +0.1% | +5.1% | -5.1% | -1.0% |
| 3M | -8.2% | -7.1% | -1.1% | -6.7% |
| 6M | +6.3% | -4.4% | +10.6% | +7.1% |
| YTD | +7.3% | +4.0% | +3.3% | +5.9% |
| 1Y | +8.5% | +23.4% | -14.9% | +2.9% |
| 3Y | +24.9% | +113.9% | -89.0% | +1.8% |
| 5Y | +8.0% | +12.3% | -4.3% | -1.6% |
| 10Y | +107.2% | +125.5% | -18.3% | +59.0% |
| All | +4,123.0% | +981.5% | +3,141.5% | +1,715.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling