+152.0%
KEYS vs SPG
+112.2%
+39.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.4% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | -2.2% | -4.9% | +2.7% | 0.0% |
| 3M | +0.5% | +3.3% | -2.8% | -2.3% |
| 6M | +22.4% | +11.2% | +11.2% | +14.0% |
| YTD | +64.1% | +17.1% | +47.0% | +48.3% |
| 1Y | +97.0% | +21.6% | +75.4% | +73.7% |
| 3Y | +152.0% | +111.9% | +40.2% | +64.1% |
| All | +152.0% | +112.2% | +39.8% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling