-13.1%
SRE vs KEY
+22.3%
-35.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -8.2% | +0.5% | -8.7% | -8.2% |
| 30D | -3.6% | +6.9% | -10.5% | -4.1% |
| 3M | -6.3% | -5.0% | -1.2% | -6.0% |
| 6M | -13.0% | +0.7% | -13.8% | -13.2% |
| YTD | -9.2% | +6.5% | -15.7% | -9.6% |
| 1Y | -13.1% | +22.6% | -35.7% | -13.5% |
| All | -13.1% | +22.3% | -35.4% | -13.5% |
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