+107.8%
CB vs KEY
+13.1%
+94.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +2.9% | +2.9% | 0.0% | +2.4% |
| 30D | +7.3% | +8.4% | -1.1% | +5.7% |
| 3M | +9.4% | -5.8% | +15.2% | +10.5% |
| 6M | +19.6% | +5.4% | +14.2% | +18.1% |
| YTD | +21.5% | +7.1% | +14.4% | +19.4% |
| 1Y | +28.0% | +26.8% | +1.2% | +21.7% |
| 3Y | +74.9% | +128.7% | -53.8% | +42.5% |
| All | +107.8% | +13.1% | +94.7% | +105.0% |
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