+177.6%
KEEL vs SBAC
-3.2%
+180.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.5% |
| 7D | +7.8% | -0.8% | +8.6% | +7.6% |
| 30D | -11.7% | +6.9% | -18.6% | -11.0% |
| 3M | -41.5% | -8.2% | -33.3% | -40.0% |
| 6M | +54.9% | -1.6% | +56.6% | +61.3% |
| YTD | +47.7% | -0.1% | +47.8% | +54.0% |
| 1Y | +177.6% | -0.5% | +178.1% | +212.7% |
| All | +177.6% | -3.2% | +180.8% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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