+46.2%
SRE vs KEY
+13.5%
+32.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -9.2% | -1.3% | -7.9% | -8.9% |
| 30D | -1.9% | +5.1% | -7.1% | -2.9% |
| 3M | -6.5% | -7.1% | +0.6% | -5.2% |
| 6M | -15.2% | -4.4% | -10.9% | -14.6% |
| YTD | -9.5% | +4.0% | -13.5% | -10.6% |
| 1Y | -13.2% | +23.4% | -36.6% | -17.4% |
| 3Y | +19.5% | +113.9% | -94.4% | +1.9% |
| All | +46.2% | +13.5% | +32.7% | +34.5% |
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 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