+118.5%
SRE vs KEY
+167.0%
-48.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | +1.4% | +2.7% | -1.3% | +0.8% |
| 30D | +1.9% | -3.2% | +5.1% | +2.6% |
| 3M | -3.3% | +1.0% | -4.2% | -3.6% |
| 6M | -6.4% | +11.9% | -18.3% | -8.9% |
| YTD | -1.8% | +8.7% | -10.5% | -4.1% |
| 1Y | +10.7% | +18.5% | -7.7% | +5.9% |
| 3Y | +31.8% | +124.0% | -92.2% | +7.4% |
| 5Y | +49.2% | +40.8% | +8.4% | +29.8% |
| 10Y | +118.5% | +167.0% | -48.5% | +59.1% |
| All | +118.5% | +167.0% | -48.5% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling