+19.9%
CAVA vs KEYS
+55.9%
-36.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.3% | +9.1% | +3.4% |
| 7D | +14.2% | -14.8% | +29.0% | +16.3% |
| 30D | +14.6% | -25.6% | +40.2% | +19.1% |
| 3M | -2.3% | -16.2% | +13.9% | -0.7% |
| 6M | -30.5% | -18.6% | -11.9% | -29.2% |
| YTD | +5.6% | +40.7% | -35.1% | -6.6% |
| 1Y | +19.9% | +59.6% | -39.7% | +0.2% |
| All | +19.9% | +55.9% | -36.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling