-14.4%
SMR vs KEYS
+115.6%
-130.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.0% | -19.7% | -18.7% |
| 7D | -11.2% | +3.5% | -14.7% | -13.9% |
| 30D | -10.2% | -4.5% | -5.7% | -7.8% |
| 3M | -10.0% | -0.4% | -9.6% | -10.7% |
| 6M | -30.5% | +19.1% | -49.6% | -39.6% |
| YTD | -39.2% | +66.7% | -105.9% | -60.1% |
| 1Y | -75.5% | +96.5% | -172.0% | -85.8% |
| 3Y | +45.4% | +155.2% | -109.7% | -26.4% |
| All | -14.4% | +115.6% | -130.0% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling