+1,080.2%
KEYS vs SPY
+395.6%
+684.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.5% |
| 7D | +4.4% | +0.5% | +3.9% | +3.7% |
| 30D | -2.2% | -0.9% | -1.3% | -1.1% |
| 3M | +0.5% | +3.9% | -3.3% | -3.3% |
| 6M | +22.4% | +14.5% | +7.9% | +5.6% |
| YTD | +64.1% | +12.9% | +51.2% | +44.3% |
| 1Y | +97.0% | +19.4% | +77.6% | +63.3% |
| 3Y | +152.0% | +78.5% | +73.6% | +36.5% |
| 5Y | +83.7% | +81.8% | +2.0% | -1.6% |
| 10Y | +997.9% | +311.5% | +686.3% | +150.2% |
| All | +1,080.2% | +395.6% | +684.6% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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