+372.3%
SE vs KEY
+72.2%
+300.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -19.4% | +6.9% | -26.2% | -20.9% |
| 3M | -33.1% | -5.0% | -28.1% | -32.3% |
| 6M | -11.4% | +0.7% | -12.2% | -12.0% |
| YTD | -39.8% | +6.5% | -46.3% | -41.1% |
| 1Y | -50.5% | +22.6% | -73.1% | -53.5% |
| 3Y | +68.9% | +125.3% | -56.5% | +30.9% |
| 5Y | -77.1% | +13.9% | -91.0% | -79.0% |
| All | +372.3% | +72.2% | +300.2% | +278.7% |
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