+88.9%
KEYS vs SFM
-46.5%
+135.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.7% |
| 7D | +0.9% | -8.8% | +9.7% | +0.6% |
| 30D | -5.3% | -14.5% | +9.2% | -5.8% |
| 3M | +0.5% | -16.8% | +17.3% | -0.2% |
| 6M | +14.0% | -5.3% | +19.4% | +13.2% |
| YTD | +60.3% | -9.4% | +69.6% | +58.7% |
| All | +88.9% | -46.5% | +135.4% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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