+62.1%
KEY vs SITM
+4,608.4%
-4,546.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.3% | -0.8% |
| 7D | +2.2% | +9.7% | -7.5% | +0.6% |
| 30D | -3.0% | +12.7% | -15.7% | -5.8% |
| 3M | +3.3% | -13.4% | +16.8% | +3.5% |
| 6M | +9.2% | +59.6% | -50.4% | -3.7% |
| YTD | +10.6% | +73.3% | -62.7% | -4.7% |
| 1Y | +20.4% | +165.5% | -145.2% | -5.5% |
| 3Y | +121.8% | +368.7% | -246.9% | +45.3% |
| 5Y | +41.1% | +172.5% | -131.4% | -8.6% |
| All | +62.1% | +4,608.4% | -4,546.3% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling