-52.1%
SMR vs KEY
+8.3%
-60.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.6% |
| 7D | +10.3% | +1.8% | +8.5% | +9.3% |
| 30D | -25.7% | +7.1% | -32.9% | -28.5% |
| 3M | -49.7% | -5.9% | -43.8% | -48.1% |
| 6M | -59.8% | +2.2% | -62.0% | -60.6% |
| YTD | -66.0% | +6.4% | -72.4% | -67.1% |
| 1Y | -81.4% | +24.8% | -106.2% | -83.5% |
| 3Y | +130.6% | +125.2% | +5.4% | +64.3% |
| All | -52.1% | +8.3% | -60.4% | -64.8% |
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