+28.7%
SRE vs KEYS
+154.3%
-125.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.3% |
| 7D | -0.8% | +3.5% | -4.3% | -1.2% |
| 30D | -3.0% | -4.5% | +1.5% | -2.5% |
| 3M | -8.3% | -0.4% | -7.9% | -8.6% |
| 6M | -8.9% | +19.1% | -28.0% | -11.6% |
| YTD | -4.3% | +66.7% | -70.9% | -11.9% |
| 1Y | +2.7% | +96.5% | -93.7% | -8.4% |
| 3Y | +28.7% | +155.2% | -126.5% | +2.9% |
| All | +28.7% | +154.3% | -125.7% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling