+96.5%
KEYS vs SGI
-21.0%
+117.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.7% |
| 7D | +3.5% | -4.5% | +7.9% | +4.8% |
| 30D | -4.5% | +4.2% | -8.6% | -5.7% |
| 3M | -0.4% | -7.4% | +7.0% | +1.5% |
| 6M | +19.1% | -15.1% | +34.2% | +23.9% |
| YTD | +66.7% | -24.7% | +91.3% | +79.4% |
| 1Y | +96.5% | -21.8% | +118.2% | +118.3% |
| All | +96.5% | -21.0% | +117.4% | +118.3% |
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