+447.8%
SN vs KEEL
+3.3%
+444.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.5% | +3.3% |
| 7D | +1.5% | -0.5% | +2.1% | +1.5% |
| 30D | +21.5% | -27.1% | +48.6% | +24.7% |
| 3M | +20.0% | -43.8% | +63.9% | +25.8% |
| 6M | +119.9% | -55.2% | +175.1% | +131.2% |
| YTD | +102.3% | -20.9% | +123.2% | +93.1% |
| 1Y | +148.0% | -28.5% | +176.5% | +137.7% |
| 3Y | +450.0% | +66.1% | +383.9% | +336.8% |
| All | +447.8% | +3.3% | +444.5% | +306.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling