+125.3%
KEY vs SPG
+136.6%
-11.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.7% |
| 7D | +0.5% | +5.6% | -5.1% | -3.0% |
| 30D | +6.9% | +17.6% | -10.7% | -3.9% |
| 3M | -5.0% | +7.5% | -12.5% | -9.5% |
| 6M | +0.7% | +18.5% | -17.8% | -10.5% |
| YTD | +6.5% | +30.9% | -24.5% | -11.9% |
| 1Y | +22.6% | +34.1% | -11.5% | -0.2% |
| 3Y | +125.3% | +135.5% | -10.2% | -7.2% |
| All | +125.3% | +136.6% | -11.3% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling