+568.6%
SE vs KEYS
+669.4%
-100.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | -3.6% | +2.9% | -6.6% | -5.3% |
| 30D | -5.3% | -1.3% | -4.0% | -4.9% |
| 3M | +28.1% | -0.1% | +28.2% | +24.7% |
| 6M | +20.7% | +17.4% | +3.3% | +4.4% |
| YTD | -14.8% | +62.9% | -77.7% | -43.1% |
| 1Y | -43.6% | +95.7% | -139.3% | -67.2% |
| 3Y | +184.2% | +150.2% | +34.0% | +30.5% |
| 5Y | -66.3% | +83.1% | -149.4% | -80.2% |
| All | +568.6% | +669.4% | -100.9% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling