+1,058.3%
KEYS vs SAN
+166.2%
+892.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +2.3% | +1.8% | +0.5% | +1.7% |
| 30D | -2.6% | +2.0% | -4.6% | -3.3% |
| 3M | -4.6% | +19.7% | -24.4% | -10.1% |
| 6M | +8.7% | +30.6% | -21.9% | -0.6% |
| YTD | +61.0% | +28.8% | +32.2% | +46.8% |
| 1Y | +96.0% | +57.8% | +38.2% | +67.3% |
| 3Y | +144.4% | +338.1% | -193.7% | +48.3% |
| 5Y | +80.5% | +384.2% | -303.7% | +2.7% |
| 10Y | +974.9% | +353.1% | +621.8% | +476.6% |
| All | +1,058.3% | +166.2% | +892.1% | +600.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling