+80.8%
KEYS vs SAN
+379.7%
-299.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.9% | -2.8% | +3.7% | +1.9% |
| 30D | -5.3% | -0.5% | -4.7% | -5.1% |
| 3M | +0.5% | +22.7% | -22.2% | -6.4% |
| 6M | +14.0% | +28.8% | -14.7% | +4.2% |
| YTD | +60.3% | +26.3% | +34.0% | +46.2% |
| 1Y | +91.3% | +48.8% | +42.5% | +64.8% |
| 3Y | +146.1% | +347.2% | -201.1% | +45.6% |
| 5Y | +80.8% | +383.8% | -303.0% | -3.0% |
| All | +80.8% | +379.7% | -299.0% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling