+289.1%
SN vs KEEL
+98.3%
+190.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.5% |
| 7D | -7.3% | +2.9% | -10.1% | -7.6% |
| 30D | -13.6% | +0.8% | -14.5% | -14.1% |
| 3M | +18.6% | -35.3% | +53.9% | +22.4% |
| 6M | +46.0% | +59.4% | -13.4% | +31.8% |
| YTD | +43.7% | +51.9% | -8.2% | +29.2% |
| 1Y | +39.2% | +75.0% | -35.8% | +17.4% |
| 3Y | +306.5% | +224.5% | +81.9% | +202.8% |
| All | +289.1% | +98.3% | +190.8% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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