+74.9%
CB vs KEY
+107.3%
-32.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.4% |
| 7D | +2.6% | -2.5% | +5.0% | +2.8% |
| 30D | +11.2% | +4.1% | +7.1% | +10.8% |
| 3M | +5.7% | -8.4% | +14.1% | +6.5% |
| 6M | +15.9% | -2.3% | +18.2% | +16.0% |
| YTD | +20.2% | +4.6% | +15.6% | +19.3% |
| 1Y | +32.4% | +24.6% | +7.8% | +29.3% |
| All | +74.9% | +107.3% | -32.4% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling