+54.5%
SAP vs KEYS
+87.1%
-32.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.7% |
| 7D | -4.1% | +3.5% | -7.6% | -4.9% |
| 30D | +1.1% | -4.5% | +5.6% | +2.0% |
| 3M | +26.1% | -0.4% | +26.5% | +24.5% |
| 6M | +9.8% | +19.1% | -9.3% | +1.2% |
| YTD | -13.6% | +66.7% | -80.2% | -30.9% |
| 1Y | -18.7% | +96.5% | -115.1% | -39.5% |
| 3Y | +54.1% | +155.2% | -101.0% | -1.1% |
| All | +54.5% | +87.1% | -32.6% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling