+347.6%
KEY vs SPY
+3,091.8%
-2,744.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -3.0% | +0.1% | -3.1% | -3.1% |
| 3M | +3.3% | +2.0% | +1.3% | +0.1% |
| 6M | +9.2% | +13.0% | -3.8% | -8.2% |
| YTD | +10.6% | +13.5% | -2.9% | -7.5% |
| 1Y | +20.4% | +20.0% | +0.4% | -6.8% |
| 3Y | +121.8% | +77.2% | +44.7% | +1.4% |
| 5Y | +41.1% | +81.9% | -40.8% | -37.4% |
| 10Y | +168.5% | +314.1% | -145.5% | -58.3% |
| All | +347.6% | +3,091.8% | -2,744.1% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling