+14.5%
KEY vs SFM
+116.0%
-101.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +2.9% | +6.0% | -3.1% | +2.2% |
| 30D | +8.4% | -19.5% | +27.9% | +10.5% |
| 3M | -5.8% | -37.0% | +31.3% | -1.2% |
| 6M | +5.4% | -41.0% | +46.5% | +11.0% |
| YTD | +7.1% | -34.6% | +41.7% | +10.7% |
| 1Y | +26.8% | -36.3% | +63.1% | +31.5% |
| 3Y | +128.7% | +24.5% | +104.2% | +109.3% |
| All | +14.5% | +116.0% | -101.5% | -7.9% |
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