+302.3%
CAH vs KEY
+167.1%
+135.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | +1.2% | -3.3% | +4.5% | +2.0% |
| 3M | +13.1% | -0.7% | +13.8% | +13.2% |
| 6M | +8.5% | +12.5% | -4.1% | +5.2% |
| YTD | +17.6% | +8.4% | +9.2% | +14.9% |
| 1Y | +60.7% | +18.4% | +42.2% | +53.2% |
| 3Y | +183.2% | +123.3% | +59.8% | +120.0% |
| 5Y | +402.2% | +38.8% | +363.4% | +326.5% |
| 10Y | +302.3% | +169.3% | +133.0% | +138.9% |
| All | +302.3% | +167.1% | +135.2% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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