+125.3%
KEY vs SAN
+258.0%
-132.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +0.5% | +10.8% | -10.2% | -3.1% |
| 30D | +6.9% | -5.7% | +12.6% | +8.8% |
| 3M | -5.0% | -13.4% | +8.4% | -0.3% |
| 6M | +0.7% | +3.5% | -2.8% | -1.2% |
| YTD | +6.5% | +9.7% | -3.3% | +1.2% |
| 1Y | +22.6% | +20.9% | +1.7% | +12.2% |
| 3Y | +125.3% | +254.3% | -128.9% | +27.9% |
| All | +125.3% | +258.0% | -132.7% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling