+29.6%
KEY vs SFM
-35.8%
+65.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +1.6% |
| 7D | +1.7% | -12.3% | +13.9% | +1.3% |
| 30D | +6.8% | -16.2% | +23.0% | +6.3% |
| 3M | -5.8% | -36.8% | +31.0% | -7.2% |
| 6M | +1.4% | -32.6% | +34.0% | +0.5% |
| YTD | +7.5% | -31.7% | +39.2% | +8.5% |
| 1Y | +29.6% | -35.0% | +64.6% | +30.6% |
| All | +29.6% | -35.8% | +65.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling