+17.4%
KEYS vs SEI
+42.0%
-24.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -2.5% |
| 7D | +2.9% | +28.2% | -25.3% | -5.3% |
| 30D | -1.3% | +15.5% | -16.8% | -6.1% |
| 3M | -0.1% | -1.4% | +1.2% | -0.1% |
| 6M | +17.4% | +37.4% | -20.0% | +9.2% |
| All | +17.4% | +42.0% | -24.6% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 6mo: compounded portfolio wealth divided by compounded SEI 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…
6mo analysis · Full analysis span regression · 6 months rolling