+421.5%
CARR vs KEY
+274.6%
+146.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -3.8% | -1.5% | -2.2% | -3.2% |
| 30D | -8.9% | -3.7% | -5.2% | -7.7% |
| 3M | -17.3% | -1.3% | -16.1% | -16.9% |
| 6M | -1.4% | +13.3% | -14.7% | -5.6% |
| YTD | +10.0% | +9.0% | +1.0% | +6.6% |
| 1Y | -6.4% | +18.7% | -25.0% | -12.2% |
| 3Y | +1.5% | +125.3% | -123.7% | -25.4% |
| 5Y | +9.3% | +40.2% | -30.9% | -8.3% |
| All | +421.5% | +274.6% | +146.9% | +227.2% |
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