+102.2%
KEYS vs SN
+453.9%
-351.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.3% | -0.7% |
| 7D | +0.9% | -7.2% | +8.1% | +2.8% |
| 30D | -5.3% | -13.4% | +8.1% | -2.0% |
| 3M | +0.5% | +26.8% | -26.3% | -5.8% |
| 6M | +14.0% | +44.6% | -30.5% | +2.6% |
| YTD | +60.3% | +45.3% | +15.0% | +43.9% |
| 1Y | +91.3% | +40.1% | +51.2% | +72.4% |
| 3Y | +146.1% | +375.3% | -229.1% | +94.0% |
| All | +102.2% | +453.9% | -351.7% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling