+953.7%
KEYS vs SPY
+389.3%
+564.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | +9.4% | +2.6% | +6.8% | +6.3% |
| 30D | -16.8% | -2.0% | -14.8% | -14.4% |
| 3M | -15.9% | -2.8% | -13.1% | -12.5% |
| 6M | -17.6% | +2.1% | -19.7% | -18.6% |
| YTD | +46.5% | +11.5% | +35.0% | +31.6% |
| 1Y | +66.9% | +13.5% | +53.4% | +47.3% |
| 3Y | +141.4% | +77.7% | +63.7% | +32.4% |
| 5Y | +59.5% | +72.6% | -13.1% | -9.1% |
| 10Y | +761.1% | +308.2% | +452.9% | +99.5% |
| All | +953.7% | +389.3% | +564.4% | +109.4% |
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