+282.9%
SPGI vs KEYS
+1,049.9%
-767.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.2% |
| 7D | -7.4% | +3.5% | -10.9% | -8.4% |
| 30D | +0.4% | -4.5% | +4.8% | +1.5% |
| 3M | +5.3% | -0.4% | +5.7% | +3.6% |
| 6M | +1.7% | +19.1% | -17.5% | -7.2% |
| YTD | -16.4% | +66.7% | -83.0% | -33.9% |
| 1Y | -20.5% | +96.5% | -117.0% | -41.6% |
| 3Y | +14.2% | +155.2% | -140.9% | -27.5% |
| 5Y | +0.6% | +88.0% | -87.4% | -28.6% |
| All | +282.9% | +1,049.9% | -767.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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