+1,080.2%
KEYS vs SBAC
+91.8%
+988.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | -2.2% | +3.2% | -5.5% | -3.3% |
| 3M | +0.5% | -5.1% | +5.6% | +1.5% |
| 6M | +22.4% | -2.1% | +24.5% | +20.8% |
| YTD | +64.1% | -0.5% | +64.6% | +60.4% |
| 1Y | +97.0% | +1.1% | +95.8% | +90.9% |
| 3Y | +152.0% | -7.4% | +159.5% | +143.3% |
| 5Y | +83.7% | -44.3% | +128.1% | +116.7% |
| 10Y | +997.9% | +77.6% | +920.3% | +704.6% |
| All | +1,080.2% | +91.8% | +988.4% | +738.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling