-85.6%
SMR vs KEYS
+55.9%
-141.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.3% | +1.8% | 0.0% |
| 7D | -9.5% | -14.8% | +5.3% | +1.2% |
| 30D | -33.2% | -25.6% | -7.6% | -17.7% |
| 3M | -45.9% | -16.2% | -29.7% | -39.7% |
| 6M | -57.9% | -18.6% | -39.2% | -52.1% |
| YTD | -63.8% | +40.7% | -104.5% | -75.7% |
| 1Y | -85.6% | +59.6% | -145.2% | -91.3% |
| All | -85.6% | +55.9% | -141.5% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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