-78.0%
SE vs KEY
+11.7%
-89.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +2.0% | -1.3% | +3.3% | +2.6% |
| 30D | -20.0% | +5.1% | -25.1% | -21.6% |
| 3M | -31.8% | -7.1% | -24.7% | -30.1% |
| 6M | -15.9% | -4.4% | -11.5% | -15.0% |
| YTD | -40.6% | +4.0% | -44.7% | -42.0% |
| 1Y | -50.7% | +23.4% | -74.1% | -55.0% |
| 3Y | +70.3% | +113.9% | -43.6% | +20.0% |
| All | -78.0% | +11.7% | -89.7% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling