+40.8%
KEY vs SITM
+168.3%
-127.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.4% |
| 7D | +2.7% | +8.4% | -5.6% | +1.5% |
| 30D | -3.2% | -17.4% | +14.2% | -0.6% |
| 3M | +1.0% | -9.8% | +10.8% | +0.7% |
| 6M | +11.9% | +83.0% | -71.1% | -3.3% |
| YTD | +8.7% | +69.6% | -60.9% | -5.6% |
| 1Y | +18.5% | +144.9% | -126.4% | -5.2% |
| 3Y | +124.0% | +429.9% | -305.9% | +44.2% |
| 5Y | +40.8% | +169.2% | -128.3% | -9.2% |
| All | +40.8% | +168.3% | -127.4% | -9.2% |
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