+83.1%
KEYS vs SPG
+104.0%
-21.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.5% |
| 7D | +2.9% | -1.7% | +4.6% | +3.8% |
| 30D | -1.3% | -6.3% | +5.0% | +1.7% |
| 3M | -0.1% | -2.4% | +2.3% | +0.1% |
| 6M | +17.4% | +9.6% | +7.7% | +10.5% |
| YTD | +62.9% | +14.2% | +48.7% | +49.7% |
| 1Y | +95.7% | +19.3% | +76.5% | +75.3% |
| 3Y | +150.2% | +106.7% | +43.5% | +66.6% |
| 5Y | +83.1% | +104.2% | -21.1% | +15.8% |
| All | +83.1% | +104.0% | -21.0% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling