+69.0%
KEY vs SGI
+2,083.6%
-2,014.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +2.2% | +8.5% | -6.3% | -0.9% |
| 30D | -3.0% | +0.7% | -3.7% | -3.5% |
| 3M | +3.3% | +0.6% | +2.7% | +2.3% |
| 6M | +9.2% | -17.9% | +27.1% | +15.5% |
| YTD | +10.6% | -21.2% | +31.8% | +18.4% |
| 1Y | +20.4% | -18.9% | +39.3% | +26.8% |
| 3Y | +121.8% | +52.6% | +69.2% | +82.6% |
| 5Y | +41.1% | +60.7% | -19.6% | +10.1% |
| 10Y | +168.5% | +278.1% | -109.6% | +33.7% |
| All | +69.0% | +2,083.6% | -2,014.5% | -71.7% |
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 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