-49.5%
SMR vs KEY
+5.9%
-55.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.5% | +16.8% | +16.5% |
| 7D | -9.6% | -1.3% | -8.3% | -8.9% |
| 30D | -33.8% | +5.1% | -38.9% | -35.6% |
| 3M | -46.4% | -7.1% | -39.3% | -44.3% |
| 6M | -62.4% | -4.4% | -58.1% | -61.7% |
| YTD | -64.1% | +4.0% | -68.2% | -64.9% |
| 1Y | -84.3% | +23.4% | -107.8% | -86.1% |
| 3Y | +55.8% | +113.9% | -58.1% | +13.7% |
| All | -49.5% | +5.9% | -55.4% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling