+33.0%
CAVA vs KEY
+156.7%
-123.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -1.6% | +2.9% | -4.5% | -3.0% |
| 30D | +12.9% | +8.4% | +4.4% | +8.3% |
| 3M | -19.3% | -5.8% | -13.6% | -16.9% |
| 6M | -19.5% | +5.4% | -24.9% | -21.8% |
| YTD | -0.8% | +7.1% | -7.8% | -4.0% |
| 1Y | +20.8% | +26.8% | -6.0% | +7.9% |
| 3Y | +85.7% | +128.7% | -43.0% | +31.0% |
| All | +33.0% | +156.7% | -123.7% | -9.1% |
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 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