+27.8%
CB vs KEY
+23.0%
+4.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +7.3% | +6.7% | +0.6% | +6.8% |
| 3M | +7.0% | -4.6% | +11.6% | +7.2% |
| 6M | +16.3% | +2.6% | +13.8% | +15.4% |
| YTD | +19.7% | +7.0% | +12.8% | +18.6% |
| 1Y | +27.8% | +23.5% | +4.3% | +26.9% |
| All | +27.8% | +23.0% | +4.8% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling