+13.0%
KEY vs SAN
+300.6%
-287.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -0.5% | +3.4% | -3.9% | -2.3% |
| 30D | +6.7% | -6.3% | +13.0% | +9.9% |
| 3M | -4.6% | -14.1% | +9.5% | +2.6% |
| 6M | +2.6% | +4.2% | -1.6% | -1.1% |
| YTD | +7.0% | +9.0% | -2.1% | -1.1% |
| 1Y | +23.5% | +18.8% | +4.7% | +8.5% |
| 3Y | +126.4% | +252.0% | -125.6% | -3.2% |
| 5Y | +13.0% | +299.5% | -286.4% | -54.4% |
| All | +13.0% | +300.6% | -287.5% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling