+222.9%
SAP vs KEY
+121.9%
+101.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +10.5% | +7.2% | +3.3% | +8.7% |
| 3M | +15.2% | -4.9% | +20.1% | +16.4% |
| 6M | +36.7% | +1.1% | +35.6% | +36.0% |
| YTD | -0.6% | +6.8% | -7.4% | -2.7% |
| 1Y | -4.1% | +23.3% | -27.4% | -9.4% |
| 3Y | +73.2% | +126.1% | -52.8% | +38.4% |
| 5Y | +74.1% | +15.2% | +58.9% | +59.6% |
| 10Y | +222.9% | +113.6% | +109.3% | +167.2% |
| All | +222.9% | +121.9% | +101.0% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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