-50.5%
SE vs KEY
+22.3%
-72.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.1% |
| 3M | -33.1% | -5.0% | -28.1% | -31.9% |
| 6M | -11.4% | +0.7% | -12.2% | -11.8% |
| YTD | -39.8% | +6.5% | -46.3% | -40.6% |
| 1Y | -50.5% | +22.6% | -73.1% | -50.1% |
| All | -50.5% | +22.3% | -72.7% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling