+29.6%
KEY vs SPY
+14.6%
+15.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +0.3% |
| 7D | +1.7% | -0.7% | +2.4% | +2.2% |
| 30D | +6.8% | -1.0% | +7.8% | +7.6% |
| 3M | -5.8% | -0.3% | -5.5% | -5.6% |
| 6M | +1.4% | +7.3% | -5.9% | -4.5% |
| YTD | +7.5% | +13.3% | -5.8% | -3.6% |
| 1Y | +29.6% | +14.8% | +14.8% | +15.3% |
| All | +29.6% | +14.6% | +15.0% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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