+105.3%
KEY vs SM
+4.2%
+101.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.6% |
| 7D | +0.5% | -19.5% | +20.0% | +4.7% |
| 30D | +6.9% | -20.2% | +27.1% | +11.3% |
| 3M | -5.0% | -6.5% | +1.5% | -4.7% |
| 6M | +0.7% | +1.6% | -0.8% | -2.0% |
| YTD | +6.5% | +61.2% | -54.8% | -7.8% |
| 1Y | +22.6% | +65.4% | -42.7% | +5.3% |
| 3Y | +125.3% | -13.0% | +138.4% | +116.6% |
| 5Y | +13.9% | -4.3% | +18.2% | +2.3% |
| 10Y | +105.3% | +3.0% | +102.3% | +2.4% |
| All | +105.3% | +4.2% | +101.1% | +2.4% |
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