+104.3%
KEY vs SN
+671.7%
-567.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +0.5% | +7.6% | -7.0% | -1.3% |
| 30D | +6.9% | +22.4% | -15.6% | +1.6% |
| 3M | -5.0% | +21.7% | -26.7% | -9.8% |
| 6M | +0.7% | +102.8% | -102.1% | -16.5% |
| YTD | +6.5% | +102.4% | -96.0% | -12.3% |
| 1Y | +22.6% | +139.0% | -116.4% | -3.4% |
| 3Y | +125.3% | +440.4% | -315.1% | +52.6% |
| All | +104.3% | +671.7% | -567.4% | +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 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