+41.2%
KEY vs SPG
+102.5%
-61.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.0% |
| 7D | +2.2% | -2.4% | +4.6% | +4.0% |
| 30D | -3.0% | -6.8% | +3.8% | +1.9% |
| 3M | +3.3% | +2.7% | +0.7% | +0.9% |
| 6M | +9.2% | +5.5% | +3.7% | +4.4% |
| YTD | +10.6% | +15.7% | -5.1% | -1.3% |
| 1Y | +20.4% | +20.9% | -0.5% | +3.7% |
| 3Y | +121.8% | +112.4% | +9.5% | +23.1% |
| All | +41.2% | +102.5% | -61.3% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling