+492.7%
SPCX vs KEY
+63.2%
+429.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +1.9% |
| 7D | +13.2% | +1.8% | +11.4% | +6.3% |
| 30D | -10.6% | +7.1% | -17.7% | -31.7% |
| 3M | -4.2% | -5.9% | +1.7% | +9.8% |
| 6M | +536.7% | +5.3% | +531.4% | +531.0% |
| YTD | +542.4% | +6.4% | +536.0% | +537.1% |
| 1Y | +446.0% | +24.8% | +421.2% | +444.6% |
| All | +492.7% | +63.2% | +429.5% | +501.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling