+149.4%
KEYS vs SGI
+55.1%
+94.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | -1.3% | +5.5% | -6.8% | -3.6% |
| 3M | -0.1% | -3.6% | +3.5% | +0.5% |
| 6M | +17.4% | -15.0% | +32.4% | +23.3% |
| YTD | +62.9% | -23.0% | +85.9% | +77.8% |
| 1Y | +95.7% | -18.4% | +114.2% | +107.3% |
| All | +149.4% | +55.1% | +94.3% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling