+311.5%
SPY vs KEY
+167.0%
+144.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.1% |
| 7D | +0.5% | +2.7% | -2.2% | -0.2% |
| 30D | -0.9% | -3.2% | +2.3% | -0.1% |
| 3M | +3.9% | +1.0% | +2.9% | +3.5% |
| 6M | +14.5% | +11.9% | +2.7% | +10.7% |
| YTD | +12.9% | +8.7% | +4.2% | +9.9% |
| 1Y | +19.4% | +18.5% | +0.9% | +13.1% |
| 3Y | +78.5% | +124.0% | -45.5% | +38.1% |
| 5Y | +81.8% | +40.8% | +40.9% | +54.5% |
| 10Y | +311.5% | +167.0% | +144.5% | +170.9% |
| All | +311.5% | +167.0% | +144.5% | +170.9% |
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 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