+112.3%
KEY vs SN
+490.7%
-378.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +2.2% | -9.3% | +11.5% | +4.6% |
| 30D | -3.0% | -4.8% | +1.8% | -2.0% |
| 3M | +3.3% | +40.4% | -37.1% | -5.8% |
| 6M | +9.2% | +50.9% | -41.8% | -2.8% |
| YTD | +10.6% | +54.9% | -44.3% | -2.4% |
| 1Y | +20.4% | +43.0% | -22.6% | +7.9% |
| 3Y | +121.8% | +391.8% | -270.0% | +59.5% |
| All | +112.3% | +490.7% | -378.4% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling