+24.8%
KEY vs SPG
+32.6%
-7.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +1.8% | +3.1% | -1.4% | +0.2% |
| 30D | +7.1% | +16.4% | -9.3% | -0.7% |
| 3M | -5.9% | +7.1% | -13.0% | -9.3% |
| 6M | +2.2% | +16.1% | -13.9% | -6.3% |
| YTD | +6.4% | +30.4% | -24.0% | -7.6% |
| 1Y | +24.8% | +33.0% | -8.2% | +6.5% |
| All | +24.8% | +32.6% | -7.8% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling