-40.9%
SE vs KEYS
+98.0%
-138.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -6.1% | +2.3% | -8.4% | -6.2% |
| 30D | -2.5% | -2.6% | +0.2% | -2.3% |
| 3M | +21.7% | -4.6% | +26.4% | +21.4% |
| 6M | +27.0% | +8.7% | +18.3% | +23.1% |
| YTD | -12.1% | +61.0% | -73.2% | -23.1% |
| 1Y | -40.9% | +96.0% | -136.9% | -52.1% |
| All | -40.9% | +98.0% | -138.9% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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