+59.7%
KEY vs SGI
+2,021.1%
-1,961.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -1.7% |
| 7D | -2.5% | +5.3% | -7.8% | -4.4% |
| 30D | +4.1% | +8.2% | -4.1% | +0.9% |
| 3M | -8.4% | -2.2% | -6.1% | -8.2% |
| 6M | -2.3% | -8.4% | +6.1% | -0.6% |
| YTD | +4.6% | -23.4% | +28.0% | +12.7% |
| 1Y | +24.6% | -14.0% | +38.5% | +28.0% |
| 3Y | +112.8% | +78.8% | +34.0% | +65.7% |
| 5Y | +12.9% | +58.6% | -45.7% | -11.6% |
| 10Y | +126.7% | +427.8% | -301.2% | +2.1% |
| All | +59.7% | +2,021.1% | -1,961.3% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling