+322.9%
SPYM vs KEY
+167.1%
+155.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.4% | -0.3% | 0.0% | -0.3% |
| 30D | -1.4% | -3.3% | +1.9% | -0.5% |
| 3M | +3.7% | -0.7% | +4.5% | +3.8% |
| 6M | +13.0% | +12.5% | +0.5% | +9.1% |
| YTD | +12.5% | +8.4% | +4.1% | +9.5% |
| 1Y | +18.6% | +18.4% | +0.2% | +12.4% |
| 3Y | +78.0% | +123.3% | -45.3% | +37.6% |
| 5Y | +82.3% | +38.8% | +43.5% | +55.4% |
| 10Y | +322.9% | +169.3% | +153.5% | +177.7% |
| All | +322.9% | +167.1% | +155.7% | +177.7% |
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