+4,267.1%
SYY vs KEY
+1,050.5%
+3,216.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | -2.3% | +2.2% | -4.5% | -2.8% |
| 30D | -4.9% | -3.0% | -1.9% | -4.3% |
| 3M | +8.4% | +3.3% | +5.0% | +7.4% |
| 6M | -7.4% | +9.2% | -16.5% | -9.4% |
| YTD | +11.0% | +10.6% | +0.3% | +8.0% |
| 1Y | -0.2% | +20.4% | -20.6% | -5.0% |
| 3Y | +23.8% | +121.8% | -98.1% | -0.3% |
| 5Y | +18.1% | +41.1% | -23.0% | +2.0% |
| 10Y | +94.6% | +168.5% | -73.9% | +44.2% |
| All | +4,267.1% | +1,050.5% | +3,216.6% | +1,751.5% |
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