+93.0%
KEY vs SM
+18.2%
+74.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.6% |
| 7D | +1.8% | +10.6% | -8.8% | -0.4% |
| 30D | +7.1% | -15.0% | +22.1% | +10.1% |
| 3M | -5.9% | +1.7% | -7.6% | -7.3% |
| 6M | +2.2% | +5.9% | -3.7% | -1.4% |
| YTD | +6.4% | +79.0% | -72.6% | -9.9% |
| 1Y | +24.8% | +84.7% | -59.9% | +4.7% |
| 3Y | +125.2% | -3.5% | +128.7% | +111.7% |
| 5Y | +13.0% | +4.9% | +8.0% | -0.6% |
| All | +93.0% | +18.2% | +74.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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