+45.5%
SRE vs KEEL
-34.6%
+80.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -0.9% |
| 7D | -0.8% | +2.9% | -3.7% | -0.9% |
| 30D | -3.0% | +0.8% | -3.9% | -3.2% |
| 3M | -8.3% | -35.3% | +27.0% | -7.5% |
| 6M | -8.9% | +59.4% | -68.3% | -11.3% |
| YTD | -4.3% | +51.9% | -56.2% | -6.9% |
| 1Y | +2.7% | +75.0% | -72.3% | -1.4% |
| 3Y | +28.7% | +224.5% | -195.9% | +18.1% |
| All | +45.5% | -34.6% | +80.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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