+70.8%
SAP vs KEY
+11.7%
+59.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.4% |
| 30D | +11.1% | +5.1% | +6.0% | +10.0% |
| 3M | +17.0% | -7.1% | +24.1% | +18.6% |
| 6M | +34.8% | -4.4% | +39.2% | +35.7% |
| YTD | -2.2% | +4.0% | -6.2% | -3.5% |
| 1Y | -6.4% | +23.4% | -29.9% | -10.9% |
| 3Y | +75.1% | +113.9% | -38.8% | +46.1% |
| All | +70.8% | +11.7% | +59.1% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling