+441.9%
CARR vs KEY
+280.4%
+161.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.6% | +2.2% | -0.6% | +0.8% |
| 30D | -8.7% | -3.0% | -5.7% | -7.7% |
| 3M | -12.6% | +3.3% | -15.9% | -13.6% |
| 6M | -1.5% | +9.2% | -10.7% | -4.5% |
| YTD | +14.3% | +10.6% | +3.7% | +10.1% |
| 1Y | -4.6% | +20.4% | -25.0% | -11.0% |
| 3Y | +7.3% | +121.8% | -114.5% | -20.7% |
| 5Y | +11.6% | +41.1% | -29.5% | -6.6% |
| All | +441.9% | +280.4% | +161.5% | +238.1% |
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