+113.6%
KEY vs SFM
+146.8%
-33.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.6% |
| 7D | -0.4% | -10.2% | +9.9% | +1.0% |
| 30D | +7.2% | -23.9% | +31.1% | +10.5% |
| 3M | -4.9% | -42.3% | +37.3% | +1.7% |
| 6M | +1.1% | -40.1% | +41.2% | +7.0% |
| YTD | +6.8% | -37.8% | +44.6% | +11.8% |
| 1Y | +23.3% | -37.1% | +60.4% | +28.6% |
| 3Y | +126.1% | +21.5% | +104.5% | +107.8% |
| 5Y | +15.2% | +103.8% | -88.6% | -4.9% |
| 10Y | +113.6% | +142.0% | -28.4% | +65.0% |
| All | +113.6% | +146.8% | -33.2% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling