+111.5%
KEY vs SPYG
+530.1%
-418.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | 0.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.6% |
| 30D | +7.2% | -8.4% | +15.6% | +16.4% |
| 3M | -4.9% | -6.2% | +1.3% | +0.7% |
| 6M | +1.1% | -1.8% | +2.8% | +1.2% |
| YTD | +6.8% | +8.4% | -1.6% | -3.6% |
| 1Y | +23.3% | +10.1% | +13.2% | +9.2% |
| 3Y | +126.1% | +94.9% | +31.1% | +10.0% |
| 5Y | +15.2% | +68.5% | -53.3% | -35.9% |
| 10Y | +113.6% | +392.2% | -278.6% | -60.4% |
| All | +111.5% | +530.1% | -418.6% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling