+75.0%
KEEL vs SBAC
-2.5%
+77.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.5% | +4.1% |
| 7D | +2.9% | -2.1% | +5.0% | +2.5% |
| 30D | +0.8% | +2.0% | -1.2% | +1.2% |
| 3M | -35.3% | -8.3% | -27.0% | -34.2% |
| 6M | +59.4% | +0.3% | +59.1% | +62.2% |
| YTD | +51.9% | -2.2% | +54.1% | +56.0% |
| 1Y | +75.0% | -4.6% | +79.6% | +85.8% |
| All | +75.0% | -2.5% | +77.5% | +85.8% |
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