+58.2%
KEYS vs SPG
+84.0%
-25.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | +9.4% | +2.0% | +7.4% | +8.4% |
| 30D | -16.8% | +17.2% | -34.0% | -23.2% |
| 3M | -15.9% | +6.3% | -22.2% | -18.6% |
| 6M | -17.6% | +18.7% | -36.3% | -25.4% |
| YTD | +46.5% | +30.1% | +16.4% | +25.7% |
| 1Y | +66.9% | +32.8% | +34.1% | +41.6% |
| 3Y | +141.4% | +133.6% | +7.8% | +49.1% |
| All | +58.2% | +84.0% | -25.8% | +5.3% |
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 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