-67.1%
SE vs KEYS
+87.1%
-154.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -3.6% |
| 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% | +3.0% |
| YTD | -16.7% | +66.7% | -83.4% | -47.0% |
| 1Y | -45.9% | +96.5% | -142.4% | -70.2% |
| 3Y | +177.8% | +155.2% | +22.7% | +9.4% |
| All | -67.1% | +87.1% | -154.2% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling