+1,419.6%
SRE vs KEY
+65.2%
+1,354.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | -8.4% | -0.4% | -8.0% | -8.3% |
| 30D | -3.2% | +7.2% | -10.4% | -4.4% |
| 3M | -5.3% | -4.9% | -0.4% | -4.5% |
| 6M | -12.6% | +1.1% | -13.7% | -12.9% |
| YTD | -8.8% | +6.8% | -15.6% | -10.2% |
| 1Y | -13.4% | +23.3% | -36.7% | -16.9% |
| 3Y | +24.4% | +126.1% | -101.7% | +6.1% |
| 5Y | +47.3% | +15.2% | +32.1% | +36.8% |
| 10Y | +116.7% | +113.6% | +3.1% | +71.9% |
| All | +1,419.6% | +65.2% | +1,354.4% | +931.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling