+23.4%
KEY vs SAN
+16.7%
+6.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -1.3% | +4.9% | -6.2% | -2.7% |
| 30D | +5.1% | -13.0% | +18.1% | +9.6% |
| 3M | -7.1% | -18.9% | +11.8% | -1.1% |
| 6M | -4.4% | -4.1% | -0.2% | -3.5% |
| YTD | +4.0% | +2.6% | +1.4% | +2.0% |
| 1Y | +23.4% | +16.9% | +6.5% | +16.2% |
| All | +23.4% | +16.7% | +6.7% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling