-75.5%
SMR vs KEYS
+97.6%
-173.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.0% | -19.7% | -18.8% |
| 7D | -11.2% | +3.5% | -14.7% | -14.0% |
| 30D | -10.2% | -4.5% | -5.7% | -7.6% |
| 3M | -10.0% | -0.4% | -9.6% | -11.5% |
| 6M | -30.5% | +19.1% | -49.6% | -40.3% |
| YTD | -39.2% | +66.7% | -105.9% | -64.5% |
| 1Y | -75.5% | +96.5% | -172.0% | -87.9% |
| All | -75.5% | +97.6% | -173.1% | -87.9% |
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