+1,408.0%
SRE vs KEY
+60.8%
+1,347.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -9.2% | -1.3% | -7.9% | -9.0% |
| 30D | -1.9% | +5.1% | -7.1% | -2.8% |
| 3M | -6.5% | -7.1% | +0.6% | -5.4% |
| 6M | -15.2% | -4.4% | -10.9% | -14.7% |
| YTD | -9.5% | +4.0% | -13.5% | -10.4% |
| 1Y | -13.2% | +23.4% | -36.6% | -16.8% |
| 3Y | +19.5% | +113.9% | -94.4% | +2.9% |
| 5Y | +43.6% | +12.3% | +31.2% | +34.0% |
| 10Y | +109.9% | +125.5% | -15.6% | +65.1% |
| All | +1,408.0% | +60.8% | +1,347.2% | +928.4% |
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