-12.7%
SRE vs KEY
+22.7%
-35.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.5% |
| 7D | -8.4% | -0.4% | -8.0% | -8.3% |
| 30D | -3.2% | +7.2% | -10.4% | -3.7% |
| 3M | -5.3% | -4.9% | -0.4% | -5.1% |
| 6M | -12.6% | +1.1% | -13.7% | -12.8% |
| YTD | -8.8% | +6.8% | -15.6% | -9.2% |
| All | -12.7% | +22.7% | -35.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling