+177.6%
KEEL vs SAN
+58.9%
+118.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.3% |
| 7D | +7.8% | +1.8% | +6.0% | +6.1% |
| 30D | -11.7% | +2.0% | -13.7% | -13.2% |
| 3M | -41.5% | +19.7% | -61.2% | -49.3% |
| 6M | +54.9% | +30.6% | +24.3% | +24.8% |
| YTD | +47.7% | +28.8% | +18.8% | +21.3% |
| 1Y | +177.6% | +57.8% | +119.8% | +137.5% |
| All | +177.6% | +58.9% | +118.7% | +137.5% |
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