+1,080.2%
KEYS vs SGI
+460.1%
+620.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +4.4% | +9.3% | -4.9% | +2.2% |
| 30D | -2.2% | +6.9% | -9.1% | -3.9% |
| 3M | +0.5% | +2.8% | -2.3% | -0.6% |
| 6M | +22.4% | -12.6% | +35.0% | +25.2% |
| YTD | +64.1% | -21.5% | +85.6% | +71.8% |
| 1Y | +97.0% | -18.8% | +115.7% | +104.1% |
| 3Y | +152.0% | +60.8% | +91.2% | +122.8% |
| 5Y | +83.7% | +60.0% | +23.7% | +57.1% |
| 10Y | +997.9% | +267.8% | +730.0% | +650.9% |
| All | +1,080.2% | +460.1% | +620.1% | +663.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling