+93.0%
KEY vs SAN
+267.7%
-174.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.3% |
| 7D | +1.8% | +1.0% | +0.8% | +1.0% |
| 30D | +7.1% | -9.4% | +16.5% | +13.5% |
| 3M | -5.9% | -17.1% | +11.2% | +5.3% |
| 6M | +2.2% | +2.2% | 0.0% | -1.3% |
| YTD | +6.4% | +6.0% | +0.4% | -2.0% |
| 1Y | +24.8% | +12.7% | +12.1% | +9.9% |
| 3Y | +125.2% | +242.1% | -116.9% | -15.1% |
| 5Y | +13.0% | +293.6% | -280.6% | -62.5% |
| All | +93.0% | +267.7% | -174.7% | -36.2% |
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