+23.0%
KEY vs SFM
-37.1%
+60.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.7% |
| 7D | -0.4% | -10.2% | +9.9% | -0.5% |
| 30D | +7.2% | -23.9% | +31.1% | +6.6% |
| 3M | -4.9% | -42.3% | +37.3% | -6.4% |
| 6M | +1.1% | -40.1% | +41.2% | -0.3% |
| YTD | +6.8% | -37.8% | +44.6% | +7.7% |
| All | +23.0% | -37.1% | +60.1% | +23.6% |
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