+13,845.6%
SPGI vs KEY
+1,050.5%
+12,795.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +0.1% | +2.2% | -2.1% | -0.5% |
| 30D | +8.4% | -3.0% | +11.4% | +9.3% |
| 3M | +11.8% | +3.3% | +8.5% | +10.7% |
| 6M | +5.7% | +9.2% | -3.5% | +2.9% |
| YTD | -9.7% | +10.6% | -20.3% | -12.6% |
| 1Y | -12.5% | +20.4% | -32.9% | -17.4% |
| 3Y | +21.8% | +121.8% | -100.0% | -5.7% |
| 5Y | +8.2% | +41.1% | -32.9% | -9.5% |
| 10Y | +309.5% | +168.5% | +141.0% | +162.9% |
| All | +13,845.6% | +1,050.5% | +12,795.1% | +5,253.9% |
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