+318.0%
SPYM vs KEYS
+1,049.9%
-731.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.1% | -0.6% |
| 7D | -0.8% | +3.5% | -4.3% | -2.0% |
| 30D | -1.1% | -4.5% | +3.4% | +0.3% |
| 3M | +3.9% | -0.4% | +4.3% | +3.0% |
| 6M | +13.6% | +19.1% | -5.5% | +4.8% |
| YTD | +12.7% | +66.7% | -53.9% | -9.9% |
| 1Y | +17.6% | +96.5% | -78.9% | -12.4% |
| 3Y | +77.2% | +155.2% | -77.9% | +15.6% |
| 5Y | +84.1% | +88.0% | -3.9% | +32.6% |
| All | +318.0% | +1,049.9% | -731.8% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling