+127.3%
KEY vs SGI
+66.8%
+60.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.7% |
| 7D | +1.8% | -10.7% | +12.4% | +6.3% |
| 30D | +7.1% | -3.6% | +10.7% | +8.2% |
| 3M | -5.9% | -5.4% | -0.5% | -4.6% |
| 6M | +2.2% | -7.0% | +9.2% | +3.3% |
| YTD | +6.4% | -31.6% | +38.0% | +22.0% |
| 1Y | +24.8% | -33.5% | +58.3% | +44.8% |
| All | +127.3% | +66.8% | +60.5% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling