+319.5%
SN vs KEEL
+92.8%
+226.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.5% |
| 7D | -9.3% | +7.8% | -17.1% | -10.1% |
| 30D | -4.8% | -11.7% | +6.9% | -4.0% |
| 3M | +40.4% | -41.5% | +81.9% | +46.5% |
| 6M | +50.9% | +54.9% | -4.0% | +36.7% |
| YTD | +54.9% | +47.7% | +7.3% | +39.8% |
| 1Y | +43.0% | +177.6% | -134.6% | +11.5% |
| 3Y | +391.8% | +164.9% | +226.9% | +259.3% |
| All | +319.5% | +92.8% | +226.7% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling