+15.2%
KEY vs SITM
+63.2%
-48.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.6% | -6.9% | +1.2% |
| 7D | -0.4% | +9.4% | -9.7% | -2.2% |
| 30D | +7.2% | -25.4% | +32.6% | +11.1% |
| 3M | -4.9% | -37.0% | +32.1% | +0.5% |
| 6M | +1.1% | -45.1% | +46.2% | +7.2% |
| YTD | +6.8% | +29.4% | -22.6% | -5.0% |
| 1Y | +23.3% | +39.8% | -16.5% | +7.7% |
| 3Y | +126.1% | +328.2% | -202.2% | +46.1% |
| 5Y | +15.2% | +87.4% | -72.2% | -24.2% |
| All | +15.2% | +63.2% | -48.0% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling