+931.7%
KEYS vs SUI
+232.4%
+699.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -4.5% | +3.4% | -7.9% | -5.6% |
| 30D | -23.9% | +4.6% | -28.5% | -25.3% |
| 3M | -13.1% | +1.6% | -14.7% | -14.2% |
| 6M | -19.1% | -3.5% | -15.6% | -19.3% |
| YTD | +43.4% | -1.0% | +44.4% | +41.6% |
| 1Y | +58.8% | -1.7% | +60.6% | +57.1% |
| 3Y | +134.6% | +18.4% | +116.2% | +112.9% |
| 5Y | +58.7% | -26.3% | +85.1% | +68.6% |
| 10Y | +759.0% | +123.3% | +635.7% | +546.0% |
| All | +931.7% | +232.4% | +699.3% | +584.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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