+94.2%
KEY vs SPYG
+393.2%
-299.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.5% |
| 7D | +2.9% | +2.3% | +0.6% | +0.7% |
| 30D | +8.4% | -6.5% | +14.9% | +14.9% |
| 3M | -5.8% | -6.8% | +1.1% | +0.1% |
| 6M | +5.4% | -3.1% | +8.6% | +7.1% |
| YTD | +7.1% | +8.0% | -0.9% | -2.7% |
| 1Y | +26.8% | +10.2% | +16.6% | +12.7% |
| 3Y | +128.7% | +91.0% | +37.7% | +14.9% |
| 5Y | +13.6% | +67.7% | -54.1% | -35.4% |
| All | +94.2% | +393.2% | -299.0% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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