-39.7%
CAG vs KEYS
+154.3%
-194.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.6% |
| 7D | -5.7% | +3.5% | -9.2% | -5.6% |
| 30D | -2.4% | -4.5% | +2.1% | -2.4% |
| 3M | +9.8% | -0.4% | +10.2% | +9.8% |
| 6M | -10.8% | +19.1% | -30.0% | -11.4% |
| YTD | -10.8% | +66.7% | -77.5% | -12.3% |
| 1Y | -19.0% | +96.5% | -115.4% | -21.0% |
| 3Y | -39.7% | +155.2% | -194.8% | -43.9% |
| All | -39.7% | +154.3% | -194.0% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling