+99.6%
KEY vs SN
+659.6%
-560.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.2% |
| 7D | -1.3% | +7.2% | -8.5% | -3.0% |
| 30D | +5.1% | +20.4% | -15.2% | +0.4% |
| 3M | -7.1% | +23.9% | -31.0% | -12.2% |
| 6M | -4.4% | +93.0% | -97.4% | -19.7% |
| YTD | +4.0% | +99.2% | -95.2% | -14.0% |
| 1Y | +23.4% | +142.6% | -119.2% | -3.2% |
| 3Y | +113.9% | +398.8% | -284.9% | +46.3% |
| All | +99.6% | +659.6% | -560.0% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling