+63.9%
SMR vs KEY
+132.7%
-68.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | +4.4% | +2.2% | +2.2% | +2.3% |
| 30D | +3.4% | -3.0% | +6.4% | +6.1% |
| 3M | -19.2% | +3.3% | -22.5% | -22.7% |
| 6M | -22.6% | +9.2% | -31.8% | -29.4% |
| YTD | -31.5% | +10.6% | -42.2% | -38.1% |
| 1Y | -73.1% | +20.4% | -93.5% | -77.7% |
| All | +63.9% | +132.7% | -68.9% | -35.0% |
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