+1,018.0%
KEYS vs SM
+23.0%
+995.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | +4.6% | -1.1% | +3.1% |
| 30D | -4.5% | +18.2% | -22.7% | -6.0% |
| 3M | -0.4% | +22.5% | -22.9% | -2.7% |
| 6M | +19.1% | +50.6% | -31.4% | +13.4% |
| YTD | +66.7% | +108.1% | -41.5% | +53.2% |
| 1Y | +96.5% | +46.0% | +50.5% | +86.6% |
| 3Y | +155.2% | +2.9% | +152.3% | +147.1% |
| 5Y | +88.0% | +112.6% | -24.6% | +68.5% |
| All | +1,018.0% | +23.0% | +995.0% | +767.1% |
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 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