-48.1%
SMR vs KEY
+8.4%
-56.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | -27.5% | +6.9% | -34.4% | -30.1% |
| 3M | -43.1% | -5.0% | -38.1% | -41.6% |
| 6M | -58.4% | +0.7% | -59.1% | -58.9% |
| YTD | -63.2% | +6.5% | -69.6% | -64.4% |
| 1Y | -81.6% | +22.6% | -104.3% | -83.6% |
| 3Y | +149.8% | +125.3% | +24.4% | +77.8% |
| All | -48.1% | +8.4% | -56.5% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling