+38.8%
CAVA vs KEY
+165.4%
-126.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.6% |
| 7D | -9.2% | +2.2% | -11.4% | -10.2% |
| 30D | -8.2% | -3.0% | -5.2% | -6.7% |
| 3M | -15.3% | +3.3% | -18.7% | -16.9% |
| 6M | -23.6% | +9.2% | -32.8% | -27.1% |
| YTD | +3.5% | +10.6% | -7.1% | -1.5% |
| 1Y | -7.9% | +20.4% | -28.3% | -16.0% |
| 3Y | +38.7% | +121.8% | -83.2% | -2.0% |
| All | +38.8% | +165.4% | -126.6% | -6.8% |
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