+20.4%
KEY vs SITM
+174.8%
-154.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.3% | -0.1% |
| 7D | +2.2% | +9.7% | -7.5% | +1.7% |
| 30D | -3.0% | +12.7% | -15.7% | -3.8% |
| 3M | +3.3% | -13.4% | +16.8% | +3.6% |
| 6M | +9.2% | +59.6% | -50.4% | +2.1% |
| YTD | +10.6% | +73.3% | -62.7% | +2.4% |
| 1Y | +20.4% | +165.5% | -145.2% | +7.8% |
| All | +20.4% | +174.8% | -154.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling