+80.8%
KEYS vs SBAC
-45.4%
+126.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.0% |
| 7D | +0.9% | -5.3% | +6.2% | +2.1% |
| 30D | -5.3% | +0.4% | -5.6% | -5.4% |
| 3M | +0.5% | -11.9% | +12.4% | +3.0% |
| 6M | +14.0% | -4.5% | +18.5% | +13.8% |
| YTD | +60.3% | -4.3% | +64.6% | +59.5% |
| 1Y | +91.3% | -3.9% | +95.2% | +89.8% |
| 3Y | +146.1% | -11.0% | +157.1% | +141.4% |
| 5Y | +80.8% | -44.1% | +124.9% | +120.1% |
| All | +80.8% | -45.4% | +126.1% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling