+56.4%
KEY vs SITM
+3,415.8%
-3,359.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.6% | -6.9% | +1.2% |
| 7D | -0.4% | +9.4% | -9.7% | -2.3% |
| 30D | +7.2% | -25.4% | +32.6% | +11.3% |
| 3M | -4.9% | -37.0% | +32.1% | +0.8% |
| 6M | +1.1% | -45.1% | +46.2% | +7.4% |
| YTD | +6.8% | +29.4% | -22.6% | -4.9% |
| 1Y | +23.3% | +39.8% | -16.5% | +7.8% |
| 3Y | +126.1% | +328.2% | -202.2% | +47.9% |
| 5Y | +15.2% | +87.4% | -72.2% | -21.0% |
| All | +56.4% | +3,415.8% | -3,359.3% | -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 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