+49.2%
SRE vs KEY
+39.4%
+9.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | +1.4% | +2.7% | -1.3% | +0.9% |
| 30D | +1.9% | -3.2% | +5.1% | +2.5% |
| 3M | -3.3% | +1.0% | -4.2% | -3.6% |
| 6M | -6.4% | +11.9% | -18.3% | -8.7% |
| YTD | -1.8% | +8.7% | -10.5% | -3.9% |
| 1Y | +10.7% | +18.5% | -7.7% | +6.3% |
| 3Y | +31.8% | +124.0% | -92.2% | +11.1% |
| 5Y | +49.2% | +40.8% | +8.4% | +28.8% |
| All | +49.2% | +39.4% | +9.8% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling