+171.9%
SAP vs KEYS
+1,049.9%
-878.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.1% |
| 7D | -4.1% | +3.5% | -7.6% | -5.2% |
| 30D | +1.1% | -4.5% | +5.6% | +2.3% |
| 3M | +26.1% | -0.4% | +26.5% | +23.9% |
| 6M | +9.8% | +19.1% | -9.3% | -0.2% |
| YTD | -13.6% | +66.7% | -80.2% | -32.5% |
| 1Y | -18.7% | +96.5% | -115.1% | -41.0% |
| 3Y | +54.1% | +155.2% | -101.0% | -3.1% |
| 5Y | +54.7% | +88.0% | -33.3% | +8.3% |
| All | +171.9% | +1,049.9% | -878.0% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling