+294.5%
KEEL vs SAN
+374.7%
-80.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +2.8% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +0.8% | +0.9% | -0.1% | +0.5% |
| 3M | -35.3% | +19.1% | -54.4% | -39.8% |
| 6M | +59.4% | +33.2% | +26.2% | +42.0% |
| YTD | +51.9% | +29.1% | +22.8% | +37.5% |
| 1Y | +75.0% | +50.2% | +24.8% | +48.4% |
| 3Y | +224.5% | +351.0% | -126.5% | +80.3% |
| 5Y | -35.9% | +394.7% | -430.6% | -66.6% |
| All | +294.5% | +374.7% | -80.2% | +153.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling