+12.2%
KEY vs SFM
+105.4%
-93.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | 0.0% |
| 7D | -1.3% | -1.2% | -0.1% | -1.2% |
| 30D | +5.1% | -24.8% | +29.9% | +8.0% |
| 3M | -7.1% | -43.7% | +36.6% | -1.4% |
| 6M | -4.4% | -37.3% | +32.9% | -0.3% |
| YTD | +4.0% | -38.4% | +42.4% | +8.2% |
| 1Y | +23.4% | -36.9% | +60.3% | +27.8% |
| 3Y | +113.9% | +20.7% | +93.2% | +96.3% |
| All | +12.2% | +105.4% | -93.1% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling