+103.2%
CB vs KEY
+11.7%
+91.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | +9.1% | +5.1% | +3.9% | +8.0% |
| 3M | +3.4% | -7.1% | +10.5% | +4.8% |
| 6M | +14.1% | -4.4% | +18.5% | +14.8% |
| YTD | +18.0% | +4.0% | +14.0% | +16.6% |
| 1Y | +30.1% | +23.4% | +6.7% | +24.4% |
| 3Y | +71.8% | +113.9% | -42.1% | +42.1% |
| All | +103.2% | +11.7% | +91.5% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling