-17.6%
KEYS vs SPG
+16.0%
-33.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.3% |
| 7D | +9.4% | +2.0% | +7.4% | +10.7% |
| 30D | -16.8% | +17.2% | -34.0% | -7.2% |
| 3M | -15.9% | +6.3% | -22.2% | -11.0% |
| 6M | -17.6% | +18.7% | -36.3% | -16.9% |
| All | -17.6% | +16.0% | -33.5% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling