+123.6%
KEY vs SN
+389.7%
-266.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +2.2% | -9.3% | +11.5% | +4.9% |
| 30D | -3.0% | -4.8% | +1.8% | -1.9% |
| 3M | +3.3% | +40.4% | -37.1% | -7.1% |
| 6M | +9.2% | +50.9% | -41.8% | -4.4% |
| YTD | +10.6% | +54.9% | -44.3% | -4.3% |
| 1Y | +20.4% | +43.0% | -22.6% | +6.2% |
| All | +123.6% | +389.7% | -266.1% | +37.2% |
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