+115.3%
SPOT vs KEYS
+87.1%
+28.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.6% |
| 7D | -3.1% | +3.5% | -6.6% | -4.3% |
| 30D | +7.4% | -4.5% | +11.9% | +8.6% |
| 3M | +8.2% | -0.4% | +8.6% | +6.1% |
| 6M | +2.2% | +19.1% | -16.9% | -8.2% |
| YTD | -9.5% | +66.7% | -76.1% | -32.8% |
| 1Y | -23.8% | +96.5% | -120.3% | -48.9% |
| 3Y | +233.5% | +155.2% | +78.3% | +77.6% |
| All | +115.3% | +87.1% | +28.2% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling