+117.9%
KEY vs SPY
+312.9%
-195.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.9% |
| 7D | -1.3% | -2.7% | +1.4% | +2.3% |
| 30D | +5.1% | -5.4% | +10.5% | +13.0% |
| 3M | -7.1% | -4.1% | -3.0% | -2.0% |
| 6M | -4.4% | +0.7% | -5.1% | -6.1% |
| YTD | +4.0% | +8.7% | -4.7% | -8.2% |
| 1Y | +23.4% | +10.9% | +12.5% | +5.8% |
| 3Y | +113.9% | +75.0% | +38.9% | -3.2% |
| 5Y | +12.3% | +67.8% | -55.5% | -45.5% |
| All | +117.9% | +312.9% | -195.0% | -70.5% |
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