+401.3%
CAH vs KEY
+39.4%
+361.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.5% |
| 7D | +0.5% | +2.7% | -2.3% | +0.2% |
| 30D | +1.7% | -3.2% | +4.9% | +2.1% |
| 3M | +17.9% | +1.0% | +16.9% | +17.7% |
| 6M | +10.9% | +11.9% | -0.9% | +9.4% |
| YTD | +17.9% | +8.7% | +9.2% | +16.5% |
| 1Y | +61.7% | +18.5% | +43.2% | +58.2% |
| 3Y | +183.7% | +124.0% | +59.8% | +151.7% |
| 5Y | +401.3% | +40.8% | +360.5% | +362.4% |
| All | +401.3% | +39.4% | +361.9% | +362.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling