+975.1%
KEYS vs SPG
+64.3%
+910.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.9% | -2.2% | +3.1% | +1.4% |
| 30D | -5.3% | -5.8% | +0.5% | -4.0% |
| 3M | +0.5% | -2.8% | +3.3% | +0.8% |
| 6M | +14.0% | +8.9% | +5.2% | +11.4% |
| YTD | +60.3% | +14.3% | +46.0% | +54.6% |
| 1Y | +91.3% | +19.5% | +71.8% | +82.5% |
| 3Y | +146.1% | +106.9% | +39.3% | +109.1% |
| 5Y | +80.8% | +108.7% | -28.0% | +52.5% |
| All | +975.1% | +64.3% | +910.8% | +940.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling