+312.2%
KEEL vs SAN
+371.5%
-59.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.7% |
| 7D | +21.5% | +3.3% | +18.2% | +19.7% |
| 30D | -3.9% | +1.1% | -5.0% | -4.3% |
| 3M | -34.1% | +22.2% | -56.3% | -39.4% |
| 6M | +82.8% | +36.0% | +46.8% | +61.6% |
| YTD | +58.7% | +28.2% | +30.5% | +44.1% |
| 1Y | +191.4% | +54.1% | +137.3% | +145.0% |
| 3Y | +205.7% | +354.2% | -148.5% | +69.4% |
| 5Y | -37.0% | +387.3% | -424.3% | -67.1% |
| All | +312.2% | +371.5% | -59.4% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling