+14.5%
KEY vs SGI
+41.4%
-26.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.9% | -5.3% | +8.2% | +5.2% |
| 30D | +8.4% | -2.1% | +10.5% | +8.8% |
| 3M | -5.8% | -8.2% | +2.4% | -3.1% |
| 6M | +5.4% | -4.6% | +10.0% | +5.6% |
| YTD | +7.1% | -31.5% | +38.5% | +22.1% |
| 1Y | +26.8% | -30.8% | +57.6% | +43.8% |
| 3Y | +128.7% | +67.2% | +61.5% | +71.1% |
| All | +14.5% | +41.4% | -26.9% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling