+338.6%
SPGI vs KEY
+107.2%
+231.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | +15.3% | +6.7% | +8.5% | +13.2% |
| 3M | +16.5% | -4.6% | +21.1% | +18.0% |
| 6M | +19.8% | +2.6% | +17.3% | +18.8% |
| YTD | -3.2% | +7.0% | -10.2% | -5.5% |
| 1Y | +1.8% | +23.5% | -21.7% | -4.7% |
| 3Y | +30.6% | +126.4% | -95.8% | -0.2% |
| 5Y | +16.0% | +13.0% | +3.0% | +4.6% |
| 10Y | +338.6% | +99.5% | +239.1% | +199.5% |
| All | +338.6% | +107.2% | +231.4% | +199.5% |
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