+149.4%
KEYS vs SBAC
-8.7%
+158.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | +2.9% | +0.2% | +2.8% | +2.9% |
| 30D | -1.3% | +3.9% | -5.2% | -1.4% |
| 3M | -0.1% | -8.2% | +8.1% | +0.5% |
| 6M | +17.4% | -2.8% | +20.2% | +17.6% |
| YTD | +62.9% | -1.5% | +64.4% | +63.0% |
| 1Y | +95.7% | 0.0% | +95.7% | +95.5% |
| All | +149.4% | -8.7% | +158.1% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling