+334.3%
SPGI vs KEY
+121.9%
+212.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | +15.5% | +7.2% | +8.3% | +13.3% |
| 3M | +15.7% | -4.9% | +20.6% | +17.2% |
| 6M | +19.1% | +1.1% | +18.0% | +18.5% |
| YTD | -4.1% | +6.8% | -10.9% | -6.3% |
| 1Y | +1.2% | +23.3% | -22.1% | -5.2% |
| 3Y | +31.6% | +126.1% | -94.5% | +0.6% |
| 5Y | +12.4% | +15.2% | -2.8% | +0.8% |
| 10Y | +334.3% | +113.6% | +220.7% | +196.8% |
| All | +334.3% | +121.9% | +212.4% | +196.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling