+600.9%
KEY vs SPXU
-100.0%
+700.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.9% |
| 7D | -1.3% | +7.6% | -8.8% | +2.6% |
| 30D | +5.1% | +17.5% | -12.4% | +14.1% |
| 3M | -7.1% | +14.7% | -21.8% | 0.0% |
| 6M | -4.4% | -0.1% | -4.3% | -2.7% |
| YTD | +4.0% | -19.8% | +23.8% | -3.1% |
| 1Y | +23.4% | -23.7% | +47.1% | +12.8% |
| 3Y | +113.9% | -79.5% | +193.4% | +20.6% |
| 5Y | +12.3% | -81.9% | +94.2% | -25.0% |
| 10Y | +125.5% | -99.5% | +225.0% | -55.5% |
| All | +600.9% | -100.0% | +700.9% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling