+105.0%
KEY vs SN
+681.9%
-577.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.3% | +2.0% |
| 7D | -0.4% | +7.6% | -8.0% | -2.2% |
| 30D | +7.2% | +24.1% | -16.9% | +1.6% |
| 3M | -4.9% | +23.7% | -28.6% | -10.1% |
| 6M | +1.1% | +105.5% | -104.5% | -16.5% |
| YTD | +6.8% | +105.1% | -98.3% | -12.3% |
| 1Y | +23.3% | +148.3% | -125.0% | -3.8% |
| 3Y | +126.1% | +438.7% | -312.6% | +52.8% |
| All | +105.0% | +681.9% | -577.0% | +37.5% |
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