+1,018.0%
KEYS vs SGI
+270.1%
+747.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.8% |
| 7D | +3.5% | -4.5% | +7.9% | +4.6% |
| 30D | -4.5% | +4.2% | -8.6% | -5.5% |
| 3M | -0.4% | -7.4% | +7.0% | +0.9% |
| 6M | +19.1% | -15.1% | +34.2% | +22.7% |
| YTD | +66.7% | -24.7% | +91.3% | +76.3% |
| 1Y | +96.5% | -21.8% | +118.2% | +105.5% |
| 3Y | +155.2% | +50.0% | +105.1% | +129.0% |
| 5Y | +88.0% | +48.9% | +39.0% | +62.8% |
| All | +1,018.0% | +270.1% | +747.9% | +655.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling