+309.3%
SPY vs KEY
+95.2%
+214.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +3.3% | +1.8% | +1.5% | +2.8% |
| 30D | -2.7% | +7.1% | -9.8% | -4.6% |
| 3M | -1.7% | -5.9% | +4.2% | -0.2% |
| 6M | +3.1% | +2.2% | +0.9% | +2.2% |
| YTD | +11.9% | +6.4% | +5.5% | +9.4% |
| 1Y | +12.0% | +24.8% | -12.8% | +4.6% |
| 3Y | +78.2% | +125.2% | -47.1% | +37.9% |
| 5Y | +73.2% | +13.0% | +60.3% | +57.5% |
| All | +309.3% | +95.2% | +214.1% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling