+99.5%
KEY vs SPG
+116.4%
-16.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.5% | +2.7% | -3.2% | -2.1% |
| 30D | +6.7% | +16.6% | -9.8% | -2.9% |
| 3M | -4.6% | +8.1% | -12.7% | -9.2% |
| 6M | +2.6% | +19.3% | -16.8% | -8.3% |
| YTD | +7.0% | +31.1% | -24.1% | -10.0% |
| 1Y | +23.5% | +32.8% | -9.3% | +3.1% |
| 3Y | +126.4% | +135.8% | -9.4% | +32.1% |
| 5Y | +13.0% | +85.1% | -72.1% | -24.5% |
| 10Y | +99.5% | +115.9% | -16.5% | -2.0% |
| All | +99.5% | +116.4% | -16.9% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling