+117.9%
KEY vs SPG
+109.7%
+8.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -1.0% |
| 7D | -1.3% | +4.9% | -6.2% | -4.1% |
| 30D | +5.1% | +15.6% | -10.5% | -3.8% |
| 3M | -7.1% | +4.1% | -11.2% | -9.5% |
| 6M | -4.4% | +13.6% | -17.9% | -11.9% |
| YTD | +4.0% | +27.5% | -23.5% | -11.0% |
| 1Y | +23.4% | +32.2% | -8.8% | +3.3% |
| 3Y | +113.9% | +126.0% | -12.1% | +28.1% |
| 5Y | +12.3% | +74.7% | -62.4% | -22.4% |
| All | +117.9% | +109.7% | +8.2% | +9.1% |
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