+29.6%
KEY vs SN
+156.5%
-126.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.6% |
| 7D | +1.7% | +10.6% | -9.0% | -0.6% |
| 30D | +6.8% | +20.0% | -13.2% | +2.7% |
| 3M | -5.8% | +30.4% | -36.2% | -11.4% |
| 6M | +1.4% | +91.0% | -89.5% | -13.7% |
| YTD | +7.5% | +95.9% | -88.4% | -9.4% |
| 1Y | +29.6% | +158.9% | -129.3% | +0.4% |
| All | +29.6% | +156.5% | -126.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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