-70.5%
CBRS vs KEYS
-21.3%
-49.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.3% | +0.2% | -0.5% |
| 7D | -18.4% | -14.8% | -3.6% | -6.0% |
| 30D | -49.4% | -25.6% | -23.8% | -34.3% |
| 3M | -59.6% | -16.2% | -43.3% | -52.7% |
| All | -70.5% | -21.3% | -49.2% | -67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling