+55.9%
KEY vs SITM
+3,318.8%
-3,262.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.1% |
| 7D | +0.5% | -0.1% | +0.6% | 0.0% |
| 30D | +6.9% | -27.4% | +34.3% | +11.4% |
| 3M | -5.0% | -35.6% | +30.6% | +0.3% |
| 6M | +0.7% | -46.6% | +47.4% | +7.5% |
| YTD | +6.5% | +25.8% | -19.4% | -4.8% |
| 1Y | +22.6% | +38.2% | -15.6% | +7.4% |
| 3Y | +125.3% | +311.5% | -186.2% | +48.4% |
| 5Y | +13.9% | +94.6% | -80.7% | -22.4% |
| All | +55.9% | +3,318.8% | -3,262.9% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling