+113.9%
KEY vs SN
+397.9%
-284.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.3% |
| 7D | -1.3% | +7.2% | -8.5% | -3.2% |
| 30D | +5.1% | +20.4% | -15.2% | -0.3% |
| 3M | -7.1% | +23.9% | -31.0% | -13.0% |
| 6M | -4.4% | +93.0% | -97.4% | -22.0% |
| YTD | +4.0% | +99.2% | -95.2% | -16.7% |
| 1Y | +23.4% | +142.6% | -119.2% | -7.3% |
| 3Y | +113.9% | +398.8% | -284.9% | +25.2% |
| All | +113.9% | +397.9% | -284.0% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling