+49.3%
KEY vs SARO
-20.0%
+69.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | -3.0% | -20.0% | +17.0% | +4.4% |
| 3M | +3.3% | -2.9% | +6.2% | +3.7% |
| 6M | +9.2% | -17.7% | +26.9% | +15.7% |
| YTD | +10.6% | -13.5% | +24.1% | +14.5% |
| 1Y | +20.4% | -9.7% | +30.1% | +21.8% |
| All | +49.3% | -20.0% | +69.2% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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