+1,080.2%
KEYS vs SFM
+164.0%
+916.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.7% |
| 7D | +4.4% | -5.8% | +10.2% | +5.2% |
| 30D | -2.2% | -11.4% | +9.1% | -0.9% |
| 3M | +0.5% | -12.2% | +12.7% | +1.7% |
| 6M | +22.4% | -5.2% | +27.5% | +22.0% |
| YTD | +64.1% | -4.5% | +68.6% | +63.0% |
| 1Y | +97.0% | -45.4% | +142.3% | +110.3% |
| 3Y | +152.0% | +91.1% | +60.9% | +121.5% |
| 5Y | +83.7% | +226.8% | -143.0% | +45.4% |
| 10Y | +997.9% | +291.9% | +705.9% | +705.4% |
| All | +1,080.2% | +164.0% | +916.3% | +806.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling