+113.9%
KEY vs SBAC
-10.4%
+124.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | -1.3% | +1.2% | -2.5% | -1.4% |
| 30D | +5.1% | +11.2% | -6.0% | +4.1% |
| 3M | -7.1% | +4.5% | -11.6% | -7.5% |
| 6M | -4.4% | -12.2% | +7.8% | -3.3% |
| YTD | +4.0% | -0.1% | +4.1% | +3.8% |
| 1Y | +23.4% | -0.3% | +23.7% | +23.1% |
| 3Y | +113.9% | -8.7% | +122.6% | +102.6% |
| All | +113.9% | -10.4% | +124.3% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling