+332.0%
CAH vs KEYS
+1,113.8%
-781.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.5% |
| 7D | -5.1% | +3.5% | -8.6% | -5.9% |
| 30D | +0.2% | -4.5% | +4.6% | +1.0% |
| 3M | +6.3% | -0.4% | +6.7% | +5.5% |
| 6M | +9.4% | +19.1% | -9.7% | +3.4% |
| YTD | +15.0% | +66.7% | -51.7% | -0.8% |
| 1Y | +55.4% | +96.5% | -41.0% | +28.1% |
| 3Y | +173.8% | +155.2% | +18.7% | +104.1% |
| 5Y | +395.2% | +88.0% | +307.2% | +292.9% |
| 10Y | +293.2% | +1,046.8% | -753.5% | +86.3% |
| All | +332.0% | +1,113.8% | -781.8% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling