-25.9%
CCJ vs KEY
+29.6%
-55.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.1% |
| 7D | -14.5% | +1.7% | -16.2% | -15.3% |
| 30D | -18.1% | +6.8% | -24.8% | -21.2% |
| 3M | -23.0% | -5.8% | -17.2% | -20.1% |
| 6M | -39.4% | +1.4% | -40.8% | -40.6% |
| YTD | -21.7% | +7.5% | -29.2% | -28.2% |
| 1Y | -25.9% | +29.6% | -55.5% | -41.7% |
| All | -25.9% | +29.6% | -55.5% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling