+45.5%
SRE vs KEYS
+87.1%
-41.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.4% |
| 7D | -0.8% | +3.5% | -4.3% | -1.4% |
| 30D | -3.0% | -4.5% | +1.5% | -2.4% |
| 3M | -8.3% | -0.4% | -7.9% | -8.7% |
| 6M | -8.9% | +19.1% | -28.0% | -12.1% |
| YTD | -4.3% | +66.7% | -70.9% | -13.3% |
| 1Y | +2.7% | +96.5% | -93.7% | -10.1% |
| 3Y | +28.7% | +155.2% | -126.5% | +4.7% |
| All | +45.5% | +87.1% | -41.6% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling