+51.2%
SRE vs KEEL
+280.1%
-228.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | -1.0% |
| 7D | -0.7% | +2.7% | -3.4% | -0.7% |
| 30D | -1.7% | +4.6% | -6.3% | -1.9% |
| 3M | -7.1% | -34.5% | +27.4% | -6.6% |
| 6M | -8.4% | +59.3% | -67.6% | -9.9% |
| YTD | -3.5% | +46.4% | -49.9% | -5.1% |
| 1Y | +5.4% | +96.6% | -91.2% | +2.4% |
| 3Y | +29.5% | +182.0% | -152.4% | +23.2% |
| 5Y | +48.3% | -38.2% | +86.6% | +41.6% |
| All | +51.2% | +280.1% | -228.9% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling