-78.2%
SE vs KEY
+12.7%
-90.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.5% | +1.8% | -3.2% | -2.1% |
| 30D | -22.3% | +7.1% | -29.5% | -24.4% |
| 3M | -41.8% | -5.9% | -35.9% | -40.6% |
| 6M | -22.4% | +2.2% | -24.6% | -23.5% |
| YTD | -41.6% | +6.4% | -48.0% | -43.4% |
| 1Y | -48.0% | +24.8% | -72.8% | -52.8% |
| 3Y | +63.9% | +125.2% | -61.4% | +12.9% |
| 5Y | -78.2% | +13.0% | -91.1% | -75.0% |
| All | -78.2% | +12.7% | -90.8% | -75.0% |
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