+224.5%
KEEL vs SNY
-9.6%
+234.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +2.9% | -3.3% | +6.2% | +2.8% |
| 30D | +0.8% | -2.2% | +3.0% | +0.8% |
| 3M | -35.3% | -3.0% | -32.3% | -35.4% |
| 6M | +59.4% | +2.7% | +56.6% | +58.5% |
| YTD | +51.9% | -6.8% | +58.8% | +52.2% |
| 1Y | +75.0% | -5.3% | +80.3% | +74.2% |
| 3Y | +224.5% | -9.8% | +234.3% | +237.7% |
| All | +224.5% | -9.6% | +234.1% | +237.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling