+294.5%
KEEL vs SBAC
-21.5%
+316.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.5% | +2.9% |
| 7D | +2.9% | -2.1% | +5.0% | +3.8% |
| 30D | +0.8% | +2.0% | -1.2% | 0.0% |
| 3M | -35.3% | -8.3% | -27.0% | -33.8% |
| 6M | +59.4% | +0.3% | +59.1% | +53.9% |
| YTD | +51.9% | -2.2% | +54.1% | +47.6% |
| 1Y | +75.0% | -4.6% | +79.6% | +72.2% |
| 3Y | +224.5% | -8.3% | +232.8% | +207.4% |
| 5Y | -35.9% | -42.8% | +6.9% | -19.0% |
| All | +294.5% | -21.5% | +316.0% | +346.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling