-5.9%
SAP vs KEYS
+55.9%
-61.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.3% | +10.5% | +3.1% |
| 7D | +1.3% | -14.8% | +16.1% | -1.3% |
| 30D | +15.5% | -25.6% | +41.1% | +10.4% |
| 3M | +22.8% | -16.2% | +39.0% | +19.8% |
| 6M | +42.5% | -18.6% | +61.1% | +39.7% |
| YTD | +0.5% | +40.7% | -40.1% | -7.2% |
| 1Y | -5.9% | +59.6% | -65.6% | -14.9% |
| All | -5.9% | +55.9% | -61.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling