-50.9%
SPCH vs KEYS
-5.8%
-45.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +0.8% |
| 7D | +4.0% | +3.5% | +0.5% | +1.3% |
| 30D | +3.8% | -4.5% | +8.3% | +7.0% |
| All | -50.9% | -5.8% | -45.0% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 5y: compounded portfolio wealth divided by compounded KEYS 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…
5y analysis · Full analysis span regression · Available span rolling