+246.7%
CB vs KEY
+109.2%
+137.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +8.2% | +6.9% | +1.3% | +5.9% |
| 3M | +6.3% | -5.0% | +11.3% | +7.9% |
| 6M | +16.2% | +0.7% | +15.5% | +15.4% |
| YTD | +19.3% | +6.5% | +12.9% | +16.0% |
| 1Y | +29.2% | +22.6% | +6.6% | +19.8% |
| 3Y | +71.4% | +125.3% | -53.9% | +23.1% |
| 5Y | +104.2% | +13.9% | +90.3% | +79.7% |
| 10Y | +246.7% | +105.3% | +141.3% | +131.2% |
| All | +246.7% | +109.2% | +137.5% | +131.2% |
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