+58.2%
KEYS vs SGI
+41.4%
+16.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.1% |
| 3M | -15.9% | -8.2% | -7.7% | -14.6% |
| 6M | -17.6% | -4.6% | -13.0% | -18.3% |
| YTD | +46.5% | -31.5% | +78.0% | +63.1% |
| 1Y | +66.9% | -30.8% | +97.7% | +85.1% |
| 3Y | +141.4% | +67.2% | +74.2% | +91.0% |
| All | +58.2% | +41.4% | +16.8% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling