+953.7%
KEYS vs SPG
+147.2%
+806.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +9.4% | +2.0% | +7.4% | +8.9% |
| 30D | -16.8% | +17.2% | -34.0% | -19.9% |
| 3M | -15.9% | +6.3% | -22.2% | -17.2% |
| 6M | -17.6% | +18.7% | -36.3% | -21.3% |
| YTD | +46.5% | +30.1% | +16.4% | +36.8% |
| 1Y | +66.9% | +32.8% | +34.1% | +55.1% |
| 3Y | +141.4% | +133.6% | +7.8% | +97.9% |
| 5Y | +59.5% | +84.4% | -24.9% | +35.0% |
| 10Y | +761.1% | +114.3% | +646.8% | +639.9% |
| All | +953.7% | +147.2% | +806.5% | +763.3% |
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 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