+11.1%
SMR vs KEY
+10.6%
+0.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.0% | +16.2% |
| 7D | +21.4% | +2.7% | +18.7% | +19.4% |
| 30D | +13.8% | -3.2% | +17.1% | +15.6% |
| 3M | +3.9% | +1.0% | +2.9% | +2.6% |
| 6M | -4.2% | +11.9% | -16.1% | -10.3% |
| YTD | -21.1% | +8.7% | -29.8% | -24.6% |
| 1Y | -67.1% | +18.5% | -85.5% | -70.0% |
| 3Y | +88.9% | +124.0% | -35.1% | +34.5% |
| All | +11.1% | +10.6% | +0.5% | -19.4% |
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