+113.6%
KEY vs SGI
+413.4%
-299.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +1.4% |
| 7D | -0.4% | -0.2% | -0.1% | -0.4% |
| 30D | +7.2% | +6.6% | +0.7% | +4.1% |
| 3M | -4.9% | +1.8% | -6.7% | -6.3% |
| 6M | +1.1% | -3.9% | +5.0% | +1.1% |
| YTD | +6.8% | -25.2% | +32.0% | +17.1% |
| 1Y | +23.3% | -26.7% | +50.0% | +36.1% |
| 3Y | +126.1% | +86.8% | +39.3% | +66.2% |
| 5Y | +15.2% | +56.6% | -41.4% | -13.0% |
| 10Y | +113.6% | +384.3% | -270.7% | -11.7% |
| All | +113.6% | +413.4% | -299.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling