+7,131.2%
CB vs KEY
+284.3%
+6,846.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.2% | -1.3% | +1.5% | +0.7% |
| 30D | +9.1% | +5.1% | +3.9% | +7.3% |
| 3M | +3.4% | -7.1% | +10.5% | +5.7% |
| 6M | +14.1% | -4.4% | +18.5% | +15.2% |
| YTD | +18.0% | +4.0% | +14.0% | +15.6% |
| 1Y | +30.1% | +23.4% | +6.7% | +20.6% |
| 3Y | +71.8% | +113.9% | -42.1% | +27.9% |
| 5Y | +101.8% | +12.3% | +89.5% | +75.2% |
| 10Y | +252.1% | +125.5% | +126.7% | +127.1% |
| All | +7,131.2% | +284.3% | +6,846.9% | +3,106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling