+105.4%
KEY vs SN
+671.3%
-565.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.1% |
| 7D | +2.9% | +1.5% | +1.4% | +2.5% |
| 30D | +8.4% | +21.5% | -13.1% | +3.3% |
| 3M | -5.8% | +20.0% | -25.8% | -10.2% |
| 6M | +5.4% | +119.9% | -114.5% | -14.4% |
| YTD | +7.1% | +102.3% | -95.3% | -11.8% |
| 1Y | +26.8% | +148.0% | -121.2% | -1.0% |
| 3Y | +128.7% | +450.0% | -321.3% | +54.6% |
| All | +105.4% | +671.3% | -565.8% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling