+178.2%
SAP vs KEY
+168.7%
+9.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | +2.2% | -5.1% | -3.4% |
| 30D | +9.0% | -3.0% | +12.0% | +9.7% |
| 3M | +14.9% | +3.3% | +11.6% | +13.9% |
| 6M | +11.9% | +9.2% | +2.7% | +9.3% |
| YTD | -9.9% | +10.6% | -20.6% | -12.5% |
| 1Y | -19.5% | +20.4% | -39.9% | -23.5% |
| 3Y | +61.8% | +121.8% | -60.0% | +29.6% |
| 5Y | +56.2% | +41.1% | +15.0% | +35.9% |
| All | +178.2% | +168.7% | +9.5% | +94.3% |
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