+119.1%
KEY vs SPYG
+564.9%
-445.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.2% | +0.4% | +1.8% | +1.8% |
| 30D | -3.0% | -0.4% | -2.6% | -2.6% |
| 3M | +3.3% | +0.5% | +2.8% | +1.9% |
| 6M | +9.2% | +17.5% | -8.3% | -8.3% |
| YTD | +10.6% | +14.3% | -3.7% | -4.7% |
| 1Y | +20.4% | +21.7% | -1.3% | -3.1% |
| 3Y | +121.8% | +98.6% | +23.2% | +6.9% |
| 5Y | +41.1% | +85.1% | -44.0% | -28.4% |
| 10Y | +168.5% | +412.0% | -243.5% | -51.8% |
| All | +119.1% | +564.9% | -445.8% | -80.7% |
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 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