+113.8%
SYY vs KEYS
+1,049.9%
-936.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.2% |
| 7D | +3.9% | +3.5% | +0.5% | +3.1% |
| 30D | -1.7% | -4.5% | +2.7% | -0.9% |
| 3M | +5.2% | -0.4% | +5.6% | +4.3% |
| 6M | -0.2% | +19.1% | -19.3% | -5.7% |
| YTD | +15.4% | +66.7% | -51.3% | -0.7% |
| 1Y | +5.6% | +96.5% | -90.9% | -13.5% |
| 3Y | +28.9% | +155.2% | -126.3% | -5.0% |
| 5Y | +24.1% | +88.0% | -63.9% | -2.1% |
| All | +113.8% | +1,049.9% | -936.0% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling