+15,232.8%
CAH vs KEY
+1,050.5%
+14,182.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +5.4% | +2.2% | +3.2% | +4.9% |
| 30D | +3.3% | -3.0% | +6.3% | +3.9% |
| 3M | +22.8% | +3.3% | +19.5% | +21.9% |
| 6M | +11.3% | +9.2% | +2.1% | +9.2% |
| YTD | +21.1% | +10.6% | +10.5% | +18.4% |
| 1Y | +67.2% | +20.4% | +46.8% | +60.6% |
| 3Y | +195.6% | +121.8% | +73.8% | +145.1% |
| 5Y | +413.8% | +41.1% | +372.7% | +350.2% |
| 10Y | +309.6% | +168.5% | +141.0% | +203.8% |
| All | +15,232.8% | +1,050.5% | +14,182.3% | +6,274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling