+7.3%
CCI vs KEYS
+55.9%
-48.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.3% | +12.8% | +6.1% |
| 7D | +5.0% | -14.8% | +19.8% | +4.4% |
| 30D | +36.4% | -25.6% | +62.0% | +34.8% |
| 3M | +20.4% | -16.2% | +36.6% | +19.8% |
| 6M | +4.9% | -18.6% | +23.5% | +4.7% |
| YTD | +7.8% | +40.7% | -32.9% | +3.0% |
| 1Y | +7.3% | +59.6% | -52.3% | +1.2% |
| All | +7.3% | +55.9% | -48.6% | +1.2% |
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 · 6 months rolling