+99.4%
SAP vs KEEL
+312.2%
-212.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.2% | -2.0% |
| 7D | -0.3% | +21.5% | -21.8% | -1.0% |
| 30D | +2.6% | -3.9% | +6.5% | +2.5% |
| 3M | +16.3% | -34.1% | +50.4% | +17.3% |
| 6M | +6.4% | +82.8% | -76.5% | +2.3% |
| YTD | -11.4% | +58.7% | -70.1% | -14.6% |
| 1Y | -20.4% | +191.4% | -211.8% | -26.1% |
| 3Y | +56.5% | +205.7% | -149.2% | +40.7% |
| 5Y | +56.8% | -37.0% | +93.8% | +41.5% |
| All | +99.4% | +312.2% | -212.8% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling