-7.7%
SRE vs KEYS
+55.9%
-63.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.4% | -2.6% |
| 7D | -2.1% | -14.8% | +12.7% | -1.5% |
| 30D | +6.1% | -25.6% | +31.7% | +7.4% |
| 3M | -3.5% | -16.2% | +12.7% | -3.0% |
| 6M | -10.8% | -18.6% | +7.8% | -10.3% |
| YTD | -4.0% | +40.7% | -44.7% | -4.5% |
| 1Y | -7.7% | +59.6% | -67.3% | -7.2% |
| All | -7.7% | +55.9% | -63.6% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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