+14,754.4%
SPGI vs KEY
+987.2%
+13,767.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.2% |
| 7D | +2.6% | -2.5% | +5.0% | +3.3% |
| 30D | +19.3% | +4.1% | +15.2% | +18.0% |
| 3M | +15.5% | -8.4% | +23.8% | +18.2% |
| 6M | +18.3% | -2.3% | +20.6% | +18.9% |
| YTD | -3.8% | +4.6% | -8.4% | -5.4% |
| 1Y | +1.3% | +24.6% | -23.2% | -5.2% |
| 3Y | +33.6% | +112.8% | -79.2% | +4.9% |
| 5Y | +13.2% | +12.9% | +0.3% | +1.1% |
| 10Y | +346.3% | +126.7% | +219.6% | +200.7% |
| All | +14,754.4% | +987.2% | +13,767.1% | +5,693.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling