+215.0%
KEYS vs SITM
+4,789.7%
-4,574.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.6% | +2.9% |
| 7D | +3.5% | +3.9% | -0.4% | +2.7% |
| 30D | -4.5% | -6.6% | +2.1% | -3.3% |
| 3M | -0.4% | -11.9% | +11.5% | +0.9% |
| 6M | +19.1% | +81.1% | -62.0% | +2.9% |
| YTD | +66.7% | +80.0% | -13.3% | +43.0% |
| 1Y | +96.5% | +145.8% | -49.4% | +56.7% |
| 3Y | +155.2% | +475.9% | -320.7% | +60.3% |
| 5Y | +88.0% | +189.2% | -101.2% | +22.3% |
| All | +215.0% | +4,789.7% | -4,574.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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