-5.6%
CAG vs KEYS
+55.9%
-61.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.3% | +12.3% | +4.8% |
| 7D | +9.7% | -14.8% | +24.5% | +6.9% |
| 30D | +15.8% | -25.6% | +41.4% | +11.4% |
| 3M | +1.8% | -16.2% | +18.0% | -0.6% |
| 6M | +11.5% | -18.6% | +30.2% | +9.0% |
| YTD | -6.7% | +40.7% | -47.4% | -7.1% |
| 1Y | -5.6% | +59.6% | -65.2% | -6.1% |
| All | -5.6% | +55.9% | -61.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling