+2,542.1%
SAP vs KEY
+258.5%
+2,283.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.1% |
| 7D | +4.0% | -2.5% | +6.5% | +4.7% |
| 30D | +15.7% | +4.1% | +11.6% | +14.5% |
| 3M | +23.4% | -8.4% | +31.8% | +26.0% |
| 6M | +41.3% | -2.3% | +43.6% | +41.7% |
| YTD | +2.0% | +4.6% | -2.6% | +0.2% |
| 1Y | -5.1% | +24.6% | -29.6% | -10.9% |
| 3Y | +82.1% | +112.8% | -30.6% | +45.5% |
| 5Y | +77.2% | +12.9% | +64.2% | +59.4% |
| 10Y | +233.6% | +126.7% | +107.0% | +129.5% |
| All | +2,542.1% | +258.5% | +2,283.6% | +1,007.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling