+103.1%
KEYS vs SN
+490.7%
-387.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.7% |
| 7D | +2.3% | -9.3% | +11.6% | +4.6% |
| 30D | -2.6% | -4.8% | +2.2% | -1.6% |
| 3M | -4.6% | +40.4% | -45.1% | -12.9% |
| 6M | +8.7% | +50.9% | -42.2% | -3.1% |
| YTD | +61.0% | +54.9% | +6.1% | +42.4% |
| 1Y | +96.0% | +43.0% | +53.0% | +75.6% |
| 3Y | +144.4% | +391.8% | -247.4% | +89.4% |
| All | +103.1% | +490.7% | -387.5% | +56.7% |
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