+169.7%
KEY vs SFM
+40.3%
+129.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.1% |
| 7D | -1.3% | -1.2% | -0.1% | -1.2% |
| 30D | +5.1% | -24.8% | +29.9% | +8.6% |
| 3M | -7.1% | -43.7% | +36.6% | -0.2% |
| 6M | -4.4% | -37.3% | +32.9% | +0.7% |
| YTD | +4.0% | -38.4% | +42.4% | +9.1% |
| 1Y | +23.4% | -36.9% | +60.3% | +28.8% |
| 3Y | +113.9% | +20.7% | +93.2% | +97.5% |
| 5Y | +12.3% | +103.5% | -91.2% | -6.7% |
| 10Y | +125.5% | +139.7% | -14.3% | +73.3% |
| All | +169.7% | +40.3% | +129.4% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling