+288.9%
SAP vs KEYS
+1,095.1%
-806.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.3% |
| 7D | -0.3% | +4.4% | -4.7% | -1.6% |
| 30D | +2.6% | -2.2% | +4.8% | +2.9% |
| 3M | +16.3% | +0.5% | +15.7% | +13.8% |
| 6M | +6.4% | +22.4% | -16.0% | -4.0% |
| YTD | -11.4% | +64.1% | -75.5% | -29.7% |
| 1Y | -20.4% | +97.0% | -117.4% | -41.5% |
| 3Y | +56.5% | +152.0% | -95.5% | +1.4% |
| 5Y | +56.8% | +83.7% | -27.0% | +12.7% |
| 10Y | +176.2% | +997.9% | -821.7% | +8.9% |
| All | +288.9% | +1,095.1% | -806.1% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling