+59.6%
KEYS vs SGI
-10.7%
+70.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.8% | -13.1% | -7.4% |
| 7D | -14.8% | +12.1% | -26.9% | -16.6% |
| 30D | -25.6% | +12.1% | -37.7% | -27.4% |
| 3M | -16.2% | +0.4% | -16.7% | -16.1% |
| 6M | -18.6% | -4.0% | -14.6% | -17.6% |
| YTD | +40.7% | -21.2% | +61.9% | +50.2% |
| 1Y | +59.6% | -12.1% | +71.7% | +69.3% |
| All | +59.6% | -10.7% | +70.3% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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