+105.5%
KEYS vs SN
+476.8%
-371.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.1% |
| 7D | +2.9% | -3.4% | +6.3% | +3.8% |
| 30D | -1.3% | -9.1% | +7.7% | +0.9% |
| 3M | -0.1% | +31.8% | -31.9% | -7.3% |
| 6M | +17.4% | +52.0% | -34.7% | +4.3% |
| YTD | +62.9% | +51.3% | +11.6% | +44.9% |
| 1Y | +95.7% | +46.9% | +48.9% | +74.4% |
| 3Y | +150.2% | +394.9% | -244.7% | +95.3% |
| All | +105.5% | +476.8% | -371.3% | +59.4% |
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 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