+59.6%
KEYS vs SAN
+23.5%
+36.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.4% | -12.7% | -8.3% |
| 7D | -14.8% | +4.5% | -19.3% | -16.1% |
| 30D | -25.6% | -12.1% | -13.5% | -22.1% |
| 3M | -16.2% | -15.6% | -0.7% | -11.1% |
| 6M | -18.6% | +5.8% | -24.4% | -20.3% |
| YTD | +40.7% | +5.5% | +35.2% | +29.3% |
| 1Y | +59.6% | +23.6% | +36.0% | +27.5% |
| All | +59.6% | +23.5% | +36.2% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling