-85.6%
SMR vs KEY
+29.6%
-115.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.6% |
| 7D | -9.5% | +1.7% | -11.2% | -10.7% |
| 30D | -33.2% | +6.8% | -40.0% | -36.6% |
| 3M | -45.9% | -5.8% | -40.1% | -43.4% |
| 6M | -57.9% | +1.4% | -59.3% | -59.9% |
| YTD | -63.8% | +7.5% | -71.3% | -67.2% |
| 1Y | -85.6% | +29.6% | -115.2% | -89.0% |
| All | -85.6% | +29.6% | -115.2% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling