+101.7%
SMR vs KEY
+127.6%
-25.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.9% |
| 7D | -8.3% | +2.9% | -11.2% | -10.5% |
| 30D | -20.1% | +8.4% | -28.5% | -25.7% |
| 3M | -52.7% | -5.8% | -46.9% | -50.3% |
| 6M | -61.0% | +5.4% | -66.5% | -63.5% |
| YTD | -67.1% | +7.1% | -74.2% | -69.3% |
| 1Y | -79.9% | +26.8% | -106.7% | -84.0% |
| 3Y | +101.7% | +128.7% | -27.0% | -14.6% |
| All | +101.7% | +127.6% | -25.9% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling