+224.0%
SAP vs KEY
+109.2%
+114.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +8.8% | +6.9% | +2.0% | +7.1% |
| 3M | +12.1% | -5.0% | +17.1% | +13.3% |
| 6M | +34.6% | +0.7% | +33.8% | +34.0% |
| YTD | -2.1% | +6.5% | -8.6% | -4.1% |
| 1Y | -5.5% | +22.6% | -28.2% | -10.6% |
| 3Y | +67.4% | +125.3% | -57.9% | +33.7% |
| 5Y | +74.6% | +13.9% | +60.7% | +60.5% |
| 10Y | +224.0% | +105.3% | +118.7% | +162.1% |
| All | +224.0% | +109.2% | +114.8% | +162.1% |
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