+96.5%
KEYS vs SARO
-10.7%
+107.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.4% |
| 7D | +3.5% | -3.1% | +6.6% | +4.6% |
| 30D | -4.5% | -12.2% | +7.8% | -0.4% |
| 3M | -0.4% | -7.4% | +7.0% | +1.6% |
| 6M | +19.1% | -15.3% | +34.4% | +24.3% |
| YTD | +66.7% | -16.2% | +82.8% | +73.9% |
| 1Y | +96.5% | -12.1% | +108.6% | +98.2% |
| All | +96.5% | -10.7% | +107.1% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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