+394.0%
CARR vs KEY
+268.1%
+125.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +3.5% | +2.9% | +0.5% | +2.4% |
| 30D | +0.4% | +8.4% | -8.1% | -2.6% |
| 3M | -14.1% | -5.8% | -8.3% | -12.2% |
| 6M | -16.7% | +5.4% | -22.1% | -18.2% |
| YTD | +4.2% | +7.1% | -2.9% | +1.6% |
| 1Y | -0.2% | +26.8% | -27.0% | -8.4% |
| 3Y | +10.9% | +128.7% | -117.8% | -18.5% |
| 5Y | +3.9% | +13.6% | -9.8% | -6.1% |
| All | +394.0% | +268.1% | +125.9% | +212.0% |
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