+1.8%
SPGI vs KEY
+23.0%
-21.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.5% |
| 3M | +16.5% | -4.6% | +21.1% | +17.4% |
| 6M | +19.8% | +2.6% | +17.3% | +19.3% |
| YTD | -3.2% | +7.0% | -10.2% | -5.4% |
| 1Y | +1.8% | +23.5% | -21.7% | -3.2% |
| All | +1.8% | +23.0% | -21.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling