+354.2%
KEY vs SM
+1,289.1%
-934.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -1.8% |
| 7D | -2.5% | -25.1% | +22.7% | +3.0% |
| 30D | +4.1% | -15.6% | +19.7% | +7.1% |
| 3M | -8.4% | +2.7% | -11.1% | -9.9% |
| 6M | -2.3% | -3.8% | +1.6% | -3.8% |
| YTD | +4.6% | +61.8% | -57.3% | -8.9% |
| 1Y | +24.6% | +71.4% | -46.8% | +7.0% |
| 3Y | +112.8% | -20.7% | +133.5% | +109.0% |
| 5Y | +12.9% | -11.5% | +24.4% | +3.4% |
| 10Y | +126.7% | +10.2% | +116.5% | +30.1% |
| All | +354.2% | +1,289.1% | -934.9% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling