+395.6%
CARR vs KEY
+265.8%
+129.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.2% | +1.8% | +0.4% | +1.5% |
| 30D | -0.8% | +7.1% | -7.9% | -3.3% |
| 3M | -13.4% | -5.9% | -7.5% | -11.5% |
| 6M | -16.4% | +2.2% | -18.6% | -17.0% |
| YTD | +4.5% | +6.4% | -1.9% | +2.2% |
| 1Y | -1.4% | +24.8% | -26.1% | -9.0% |
| 3Y | +10.0% | +125.2% | -115.2% | -18.7% |
| 5Y | +4.2% | +13.0% | -8.8% | -5.6% |
| All | +395.6% | +265.8% | +129.7% | +213.6% |
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