+953.7%
KEYS vs SAN
+120.4%
+833.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.4% |
| 7D | +9.4% | +4.0% | +5.4% | +8.0% |
| 30D | -16.8% | -7.8% | -8.9% | -14.8% |
| 3M | -15.9% | -16.4% | +0.5% | -11.3% |
| 6M | -17.6% | +3.5% | -21.1% | -19.0% |
| YTD | +46.5% | +6.7% | +39.8% | +41.4% |
| 1Y | +66.9% | +14.5% | +52.4% | +57.5% |
| 3Y | +141.4% | +243.5% | -102.1% | +58.0% |
| 5Y | +59.5% | +296.2% | -236.7% | -3.2% |
| 10Y | +761.1% | +268.5% | +492.6% | +392.6% |
| All | +953.7% | +120.4% | +833.4% | +574.6% |
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