+13.0%
KEY vs SM
+5.1%
+7.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.6% |
| 7D | +1.8% | +10.6% | -8.8% | -0.5% |
| 30D | +7.1% | -15.0% | +22.1% | +10.2% |
| 3M | -5.9% | +1.7% | -7.6% | -7.5% |
| 6M | +2.2% | +5.9% | -3.7% | -1.9% |
| YTD | +6.4% | +79.0% | -72.6% | -13.4% |
| 1Y | +24.8% | +84.7% | -59.9% | +0.4% |
| 3Y | +125.2% | -3.5% | +128.7% | +108.8% |
| 5Y | +13.0% | +4.9% | +8.0% | -2.7% |
| All | +13.0% | +5.1% | +7.9% | -2.7% |
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