+363.5%
SE vs KEY
+73.1%
+290.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.5% | +2.9% | -3.4% | -1.3% |
| 30D | -20.9% | +8.4% | -29.4% | -22.8% |
| 3M | -38.9% | -5.8% | -33.1% | -38.0% |
| 6M | -19.4% | +5.4% | -24.9% | -21.0% |
| YTD | -40.9% | +7.1% | -48.0% | -42.3% |
| 1Y | -46.2% | +26.8% | -73.0% | -50.0% |
| 3Y | +63.7% | +128.7% | -65.0% | +26.4% |
| 5Y | -77.9% | +13.6% | -91.6% | -79.7% |
| All | +363.5% | +73.1% | +290.3% | +271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling