-45.3%
KEEL vs SAN
+23.5%
-68.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.4% | -10.5% | -9.1% |
| 7D | -13.6% | +4.5% | -18.1% | -16.9% |
| 30D | -39.1% | -12.1% | -27.0% | -32.1% |
| 3M | -48.9% | -15.6% | -33.4% | -41.3% |
| 6M | -35.4% | +5.8% | -41.2% | -38.6% |
| YTD | -10.6% | +5.5% | -16.1% | -16.2% |
| 1Y | -45.3% | +23.6% | -68.9% | -46.1% |
| All | -45.3% | +23.5% | -68.8% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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