+58.2%
KEYS vs SBAC
-39.6%
+97.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.6% | -2.4% |
| 7D | +9.4% | +0.6% | +8.8% | +9.3% |
| 30D | -16.8% | +5.5% | -22.2% | -17.8% |
| 3M | -15.9% | +3.1% | -19.0% | -16.6% |
| 6M | -17.6% | -7.0% | -10.6% | -16.9% |
| YTD | +46.5% | +0.5% | +46.0% | +44.0% |
| 1Y | +66.9% | +0.2% | +66.7% | +64.1% |
| 3Y | +141.4% | -7.4% | +148.7% | +135.1% |
| All | +58.2% | -39.6% | +97.8% | +90.4% |
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