+3,017.7%
SPY vs KEY
+332.0%
+2,685.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | -3.7% | +6.9% | -10.5% | -5.4% |
| 3M | -2.7% | -5.0% | +2.3% | -1.5% |
| 6M | +2.2% | +0.7% | +1.5% | +1.7% |
| YTD | +10.8% | +6.5% | +4.4% | +8.5% |
| 1Y | +11.2% | +22.6% | -11.4% | +4.7% |
| 3Y | +76.5% | +125.3% | -48.9% | +38.1% |
| 5Y | +72.9% | +13.9% | +59.0% | +55.5% |
| 10Y | +304.8% | +105.3% | +199.5% | +186.7% |
| All | +3,017.7% | +332.0% | +2,685.7% | +1,188.1% |
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