+113.6%
KEY vs SPY
+315.0%
-201.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | -0.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.7% |
| 30D | +7.2% | -3.3% | +10.5% | +11.9% |
| 3M | -4.9% | -2.4% | -2.5% | -2.0% |
| 6M | +1.1% | +2.6% | -1.5% | -3.2% |
| YTD | +6.8% | +11.2% | -4.4% | -8.7% |
| 1Y | +23.3% | +13.4% | +9.9% | +2.5% |
| 3Y | +126.1% | +79.9% | +46.2% | -1.4% |
| 5Y | +15.2% | +72.2% | -57.0% | -46.0% |
| 10Y | +113.6% | +307.3% | -193.7% | -69.5% |
| All | +113.6% | +315.0% | -201.4% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling