+171.8%
KEY vs SGI
+263.0%
-91.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +2.2% | +8.5% | -6.3% | -1.1% |
| 30D | -3.0% | +0.7% | -3.7% | -3.6% |
| 3M | +3.3% | +0.6% | +2.7% | +2.2% |
| 6M | +9.2% | -17.9% | +27.1% | +16.1% |
| YTD | +10.6% | -21.2% | +31.8% | +19.1% |
| 1Y | +20.4% | -18.9% | +39.3% | +27.3% |
| 3Y | +121.8% | +52.6% | +69.2% | +78.2% |
| 5Y | +41.1% | +60.7% | -19.6% | +6.8% |
| All | +171.8% | +263.0% | -91.2% | +19.0% |
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