-62.4%
SMR vs KEY
-3.4%
-59.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.5% | +16.8% | +16.4% |
| 7D | -9.6% | -1.3% | -8.3% | -8.9% |
| 30D | -33.8% | +5.1% | -38.9% | -34.1% |
| 3M | -46.4% | -7.1% | -39.3% | -45.7% |
| 6M | -62.4% | -4.4% | -58.1% | -63.8% |
| All | -62.4% | -3.4% | -59.1% | -63.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling