+23.6%
SYY vs KEYS
+87.1%
-63.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.5% |
| 7D | +3.9% | +3.5% | +0.5% | +3.4% |
| 30D | -1.7% | -4.5% | +2.7% | -1.1% |
| 3M | +5.2% | -0.4% | +5.6% | +4.5% |
| 6M | -0.2% | +19.1% | -19.3% | -4.4% |
| YTD | +15.4% | +66.7% | -51.3% | +3.1% |
| 1Y | +5.6% | +96.5% | -90.9% | -9.2% |
| 3Y | +28.9% | +155.2% | -126.3% | +0.5% |
| All | +23.6% | +87.1% | -63.5% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling