+23.5%
KEY vs SM
+72.9%
-49.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | +0.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +6.7% | -17.3% | +24.0% | +5.7% |
| 3M | -4.6% | -3.6% | -1.0% | -4.4% |
| 6M | +2.6% | +2.9% | -0.3% | +3.5% |
| YTD | +7.0% | +70.2% | -63.2% | +2.8% |
| 1Y | +23.5% | +66.5% | -43.0% | +19.1% |
| All | +23.5% | +72.9% | -49.5% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling