+27.6%
CAVA vs KEYS
+107.6%
-80.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +1.7% |
| 7D | -8.0% | +3.5% | -11.5% | -9.4% |
| 30D | -19.6% | -4.5% | -15.1% | -18.2% |
| 3M | -36.7% | -0.4% | -36.3% | -37.5% |
| 6M | -30.6% | +19.1% | -49.7% | -37.9% |
| YTD | -4.8% | +66.7% | -71.4% | -31.3% |
| 1Y | -13.1% | +96.5% | -109.6% | -44.0% |
| 3Y | +48.8% | +155.2% | -106.4% | -17.7% |
| All | +27.6% | +107.6% | -80.0% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling