+303.5%
CB vs KEYS
+1,072.8%
-769.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +0.5% | +2.3% | -1.8% | +0.1% |
| 30D | -3.1% | -2.6% | -0.5% | -2.8% |
| 3M | +9.0% | -4.6% | +13.6% | +8.9% |
| 6M | +2.9% | +8.7% | -5.9% | -0.2% |
| YTD | +10.1% | +61.0% | -50.9% | -2.2% |
| 1Y | +22.8% | +96.0% | -73.2% | +4.0% |
| 3Y | +73.8% | +144.4% | -70.6% | +35.8% |
| 5Y | +99.2% | +80.5% | +18.7% | +64.7% |
| 10Y | +218.2% | +974.9% | -756.7% | +69.3% |
| All | +303.5% | +1,072.8% | -769.3% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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