+91.3%
KEYS vs SN
+41.3%
+50.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.3% | -0.5% |
| 7D | +0.9% | -7.2% | +8.1% | +3.0% |
| 30D | -5.3% | -13.4% | +8.1% | -1.6% |
| 3M | +0.5% | +26.8% | -26.3% | -7.5% |
| 6M | +14.0% | +44.6% | -30.5% | -0.8% |
| YTD | +60.3% | +45.3% | +15.0% | +39.4% |
| 1Y | +91.3% | +40.1% | +51.2% | +68.5% |
| All | +91.3% | +41.3% | +50.0% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling