+1.5%
SMR vs KEYS
+107.3%
-105.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -3.9% | -4.3% |
| 7D | +4.7% | +0.9% | +3.8% | +4.2% |
| 30D | +3.2% | -5.3% | +8.5% | +7.2% |
| 3M | +9.9% | +0.5% | +9.4% | +9.0% |
| 6M | -15.1% | +14.0% | -29.2% | -23.3% |
| YTD | -27.9% | +60.3% | -88.2% | -50.9% |
| 1Y | -70.2% | +91.3% | -161.6% | -82.2% |
| 3Y | +72.5% | +146.1% | -73.7% | -9.5% |
| All | +1.5% | +107.3% | -105.8% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling