+113.6%
KEY vs SBAC
+97.3%
+16.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -0.4% | +3.0% | -3.3% | -1.1% |
| 30D | +7.2% | +4.3% | +2.9% | +6.0% |
| 3M | -4.9% | +4.1% | -9.1% | -6.1% |
| 6M | +1.1% | -11.6% | +12.7% | +3.5% |
| YTD | +6.8% | +0.4% | +6.4% | +4.9% |
| 1Y | +23.3% | -1.1% | +24.4% | +21.5% |
| 3Y | +126.1% | -7.3% | +133.3% | +121.8% |
| 5Y | +15.2% | -40.8% | +56.0% | +26.4% |
| 10Y | +113.6% | +103.0% | +10.6% | +134.9% |
| All | +113.6% | +97.3% | +16.3% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling