+100.7%
KEY vs SN
+639.7%
-539.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.5% |
| 7D | -2.5% | +3.8% | -6.3% | -3.4% |
| 30D | +4.1% | +17.5% | -13.5% | 0.0% |
| 3M | -8.4% | +19.2% | -27.6% | -12.6% |
| 6M | -2.3% | +84.9% | -87.2% | -17.1% |
| YTD | +4.6% | +94.0% | -89.5% | -13.0% |
| 1Y | +24.6% | +151.3% | -126.8% | -3.2% |
| 3Y | +112.8% | +387.1% | -274.3% | +46.4% |
| All | +100.7% | +639.7% | -539.1% | +36.5% |
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