+1,058.3%
KEYS vs SM
-28.7%
+1,087.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -2.6% | +26.3% | -28.9% | -4.8% |
| 3M | -4.6% | +8.7% | -13.3% | -5.8% |
| 6M | +8.7% | +51.7% | -42.9% | +3.5% |
| YTD | +61.0% | +99.0% | -38.0% | +49.0% |
| 1Y | +96.0% | +34.6% | +61.4% | +87.8% |
| 3Y | +144.4% | -7.8% | +152.2% | +139.2% |
| 5Y | +80.5% | +104.8% | -24.3% | +62.4% |
| 10Y | +974.9% | +7.2% | +967.7% | +739.9% |
| All | +1,058.3% | -28.7% | +1,087.0% | +799.5% |
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