+26.0%
KEY vs SITM
+56.4%
-30.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.8% | +32.5% | -30.8% | +0.4% |
| 30D | +7.1% | -18.8% | +26.0% | +8.0% |
| 3M | -5.9% | -30.9% | +24.9% | -4.6% |
| 6M | +2.2% | -44.5% | +46.7% | +4.6% |
| YTD | +6.4% | +33.2% | -26.8% | -1.4% |
| All | +26.0% | +56.4% | -30.4% | +13.1% |
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 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