+127.3%
KEY vs SFM
+25.7%
+101.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | +7.1% | -19.2% | +26.3% | +8.6% |
| 3M | -5.9% | -40.3% | +34.4% | -2.0% |
| 6M | +2.2% | -40.9% | +43.1% | +6.3% |
| YTD | +6.4% | -35.5% | +41.9% | +9.4% |
| 1Y | +24.8% | -37.4% | +62.2% | +28.7% |
| All | +127.3% | +25.7% | +101.7% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling