+365.7%
SE vs KEY
+68.2%
+297.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +2.0% | -1.3% | +3.3% | +2.4% |
| 30D | -20.0% | +5.1% | -25.1% | -21.2% |
| 3M | -31.8% | -7.1% | -24.7% | -30.5% |
| 6M | -15.9% | -4.4% | -11.5% | -15.2% |
| YTD | -40.6% | +4.0% | -44.7% | -41.6% |
| 1Y | -50.7% | +23.4% | -74.1% | -53.8% |
| 3Y | +70.3% | +113.9% | -43.6% | +34.0% |
| 5Y | -78.8% | +12.3% | -91.2% | -80.5% |
| All | +365.7% | +68.2% | +297.5% | +275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling