+772.6%
CCJ vs KEY
+109.2%
+663.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -17.2% | +6.9% | -24.1% | -19.0% |
| 3M | -25.1% | -5.0% | -20.1% | -23.9% |
| 6M | -37.6% | +0.7% | -38.3% | -37.8% |
| YTD | -20.4% | +6.5% | -26.8% | -22.0% |
| 1Y | -22.5% | +22.6% | -45.1% | -27.4% |
| 3Y | +72.5% | +125.3% | -52.9% | +30.5% |
| 5Y | +179.9% | +13.9% | +166.0% | +152.9% |
| 10Y | +772.6% | +105.3% | +667.3% | +558.8% |
| All | +772.6% | +109.2% | +663.4% | +558.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling