+96.0%
KEYS vs SBAC
-3.2%
+99.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.3% |
| 7D | +2.3% | -0.8% | +3.1% | +2.2% |
| 30D | -2.6% | +6.9% | -9.5% | -2.2% |
| 3M | -4.6% | -8.2% | +3.6% | -4.1% |
| 6M | +8.7% | -1.6% | +10.4% | +9.8% |
| YTD | +61.0% | -0.1% | +61.2% | +63.7% |
| 1Y | +96.0% | -0.5% | +96.5% | +101.8% |
| All | +96.0% | -3.2% | +99.2% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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