-46.2%
SE vs KEY
+25.9%
-72.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.5% | +2.9% | -3.4% | -1.0% |
| 30D | -20.9% | +8.4% | -29.4% | -21.9% |
| 3M | -38.9% | -5.8% | -33.1% | -37.7% |
| 6M | -19.4% | +5.4% | -24.9% | -21.1% |
| YTD | -40.9% | +7.1% | -48.0% | -41.4% |
| 1Y | -46.2% | +26.8% | -73.0% | -42.6% |
| All | -46.2% | +25.9% | -72.1% | -42.6% |
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