+41.2%
KEY vs SM
+107.8%
-66.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -3.0% | +26.3% | -29.3% | -8.4% |
| 3M | +3.3% | +8.7% | -5.3% | +0.2% |
| 6M | +9.2% | +51.7% | -42.5% | -4.5% |
| YTD | +10.6% | +99.0% | -88.4% | -10.8% |
| 1Y | +20.4% | +34.6% | -14.2% | +7.5% |
| 3Y | +121.8% | -7.8% | +129.6% | +110.5% |
| All | +41.2% | +107.8% | -66.6% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling