+141.4%
KEYS vs SGI
+67.2%
+74.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +9.4% | -5.3% | +14.7% | +11.3% |
| 30D | -16.8% | -2.1% | -14.7% | -17.2% |
| 3M | -15.9% | -8.2% | -7.7% | -14.6% |
| 6M | -17.6% | -4.6% | -13.0% | -18.7% |
| YTD | +46.5% | -31.5% | +78.0% | +65.5% |
| 1Y | +66.9% | -30.8% | +97.7% | +87.5% |
| 3Y | +141.4% | +67.2% | +74.2% | +77.2% |
| All | +141.4% | +67.2% | +74.2% | +77.2% |
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