-67.1%
SMR vs KEY
+19.7%
-86.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.0% | +16.7% |
| 7D | +21.4% | +2.7% | +18.7% | +18.2% |
| 30D | +13.8% | -3.2% | +17.1% | +16.4% |
| 3M | +3.9% | +1.0% | +2.9% | +0.4% |
| 6M | -4.2% | +11.9% | -16.1% | -16.0% |
| YTD | -21.1% | +8.7% | -29.8% | -27.6% |
| 1Y | -67.1% | +18.5% | -85.5% | -71.9% |
| All | -67.1% | +19.7% | -86.8% | -71.9% |
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 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