+553.4%
SE vs KEYS
+687.2%
-133.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -3.7% |
| 7D | -5.2% | +3.5% | -8.7% | -7.2% |
| 30D | -17.1% | -4.5% | -12.6% | -15.2% |
| 3M | +24.0% | -0.4% | +24.4% | +20.9% |
| 6M | +21.0% | +19.1% | +1.8% | +3.7% |
| YTD | -16.7% | +66.7% | -83.4% | -45.2% |
| 1Y | -45.9% | +96.5% | -142.4% | -68.6% |
| 3Y | +177.8% | +155.2% | +22.7% | +26.1% |
| 5Y | -67.4% | +88.0% | -155.3% | -81.2% |
| All | +553.4% | +687.2% | -133.8% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling