+55.9%
KEY vs SITM
+3,519.6%
-3,463.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.8% | +32.5% | -30.8% | -3.0% |
| 30D | +7.1% | -18.8% | +26.0% | +9.7% |
| 3M | -5.9% | -30.9% | +24.9% | -1.8% |
| 6M | +2.2% | -44.5% | +46.7% | +8.5% |
| YTD | +6.4% | +33.2% | -26.8% | -5.7% |
| 1Y | +24.8% | +53.8% | -29.1% | +7.3% |
| 3Y | +125.2% | +335.7% | -210.5% | +46.9% |
| 5Y | +13.0% | +84.6% | -71.7% | -22.2% |
| All | +55.9% | +3,519.6% | -3,463.8% | -49.6% |
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