+1,013.4%
KEY vs SAN
+1,705.1%
-691.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -2.5% | +3.5% | -5.9% | -4.3% |
| 30D | +4.1% | -13.2% | +17.3% | +11.4% |
| 3M | -8.4% | -16.9% | +8.6% | +0.1% |
| 6M | -2.3% | +2.3% | -4.6% | -4.6% |
| YTD | +4.6% | +4.9% | -0.4% | -0.7% |
| 1Y | +24.6% | +20.4% | +4.1% | +10.1% |
| 3Y | +112.8% | +243.2% | -130.4% | +6.1% |
| 5Y | +12.9% | +275.3% | -262.4% | -46.6% |
| 10Y | +126.7% | +254.0% | -127.3% | +9.4% |
| All | +1,013.4% | +1,705.1% | -691.7% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling