+18.4%
KEY vs SPYG
+20.0%
-1.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -3.3% | -1.7% | -1.6% | -2.6% |
| 3M | -0.7% | +3.6% | -4.4% | -2.3% |
| 6M | +12.5% | +16.6% | -4.1% | +3.3% |
| YTD | +8.4% | +13.4% | -5.0% | +0.4% |
| 1Y | +18.4% | +19.6% | -1.1% | +9.1% |
| All | +18.4% | +20.0% | -1.5% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling