+94.5%
SAP vs KEEL
+294.5%
-199.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | +0.1% |
| 7D | -4.1% | +2.9% | -6.9% | -4.2% |
| 30D | +1.1% | +0.8% | +0.2% | +0.9% |
| 3M | +26.1% | -35.3% | +61.4% | +27.3% |
| 6M | +9.8% | +59.4% | -49.6% | +6.2% |
| YTD | -13.6% | +51.9% | -65.5% | -16.6% |
| 1Y | -18.7% | +75.0% | -93.7% | -22.7% |
| 3Y | +54.1% | +224.5% | -170.4% | +38.3% |
| 5Y | +54.7% | -35.9% | +90.6% | +39.8% |
| All | +94.5% | +294.5% | -199.9% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling