+1,058.3%
KEYS vs SPG
+119.9%
+938.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +2.3% | -2.4% | +4.6% | +2.8% |
| 30D | -2.6% | -6.8% | +4.2% | -1.0% |
| 3M | -4.6% | +2.7% | -7.3% | -5.6% |
| 6M | +8.7% | +5.5% | +3.3% | +6.9% |
| YTD | +61.0% | +15.7% | +45.3% | +54.8% |
| 1Y | +96.0% | +20.9% | +75.1% | +86.2% |
| 3Y | +144.4% | +112.4% | +32.0% | +105.2% |
| 5Y | +80.5% | +101.4% | -20.9% | +52.0% |
| 10Y | +974.9% | +60.6% | +914.3% | +911.6% |
| All | +1,058.3% | +119.9% | +938.3% | +876.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling