+1,071.7%
KEYS vs SPYG
+526.9%
+544.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | +2.9% | +0.3% | +2.6% | +2.6% |
| 30D | -1.3% | -1.7% | +0.4% | +0.4% |
| 3M | -0.1% | +3.6% | -3.8% | -3.1% |
| 6M | +17.4% | +16.6% | +0.8% | +1.2% |
| YTD | +62.9% | +13.4% | +49.5% | +44.7% |
| 1Y | +95.7% | +19.6% | +76.2% | +65.2% |
| 3Y | +150.2% | +99.8% | +50.4% | +27.5% |
| 5Y | +83.1% | +85.0% | -1.9% | +0.5% |
| 10Y | +1,020.9% | +422.1% | +598.8% | +118.8% |
| All | +1,071.7% | +526.9% | +544.8% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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