+59.6%
KEYS vs SPG
+34.3%
+25.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.9% | -9.2% | -5.7% |
| 7D | -14.8% | +8.2% | -23.0% | -13.5% |
| 30D | -25.6% | +13.5% | -39.0% | -24.0% |
| 3M | -16.2% | +2.2% | -18.5% | -14.6% |
| 6M | -18.6% | +15.9% | -34.5% | -20.2% |
| YTD | +40.7% | +27.6% | +13.1% | +37.2% |
| 1Y | +59.6% | +30.9% | +28.7% | +54.3% |
| All | +59.6% | +34.3% | +25.3% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling