+23.3%
CAVA vs KEY
+160.0%
-136.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -12.4% | -1.8% | -10.7% | -11.6% |
| 30D | -11.2% | -3.3% | -7.9% | -9.6% |
| 3M | -33.8% | -0.2% | -33.6% | -33.8% |
| 6M | -32.5% | +12.1% | -44.6% | -36.4% |
| YTD | -8.0% | +8.4% | -16.4% | -11.5% |
| 1Y | -17.1% | +17.6% | -34.8% | -23.5% |
| 3Y | +37.8% | +123.3% | -85.5% | -2.5% |
| All | +23.3% | +160.0% | -136.6% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling