-45.9%
SE vs KEYS
+97.6%
-143.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -1.6% |
| 7D | -5.2% | +3.5% | -8.7% | -5.4% |
| 30D | -17.1% | -4.5% | -12.6% | -16.9% |
| 3M | +24.0% | -0.4% | +24.4% | +23.3% |
| 6M | +21.0% | +19.1% | +1.8% | +16.3% |
| YTD | -16.7% | +66.7% | -83.4% | -27.2% |
| 1Y | -45.9% | +96.5% | -142.4% | -55.9% |
| All | -45.9% | +97.6% | -143.6% | -55.9% |
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