+60.7%
SE vs KEY
+127.4%
-66.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.8% |
| 7D | -7.7% | -0.5% | -7.2% | -7.6% |
| 30D | -22.8% | +6.7% | -29.6% | -24.1% |
| 3M | -43.7% | -4.6% | -39.1% | -43.1% |
| 6M | -12.8% | +2.6% | -15.4% | -13.7% |
| YTD | -42.0% | +7.0% | -49.0% | -43.2% |
| 1Y | -48.0% | +23.5% | -71.5% | -50.9% |
| All | +60.7% | +127.4% | -66.7% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling