+32.3%
CCJ vs KEY
+19.7%
+12.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.2% |
| 7D | +5.9% | +2.7% | +3.2% | +4.3% |
| 30D | +4.7% | -3.2% | +7.9% | +6.5% |
| 3M | -3.3% | +1.0% | -4.2% | -4.4% |
| 6M | -7.0% | +11.9% | -18.9% | -12.9% |
| YTD | +11.5% | +8.7% | +2.8% | +5.0% |
| 1Y | +32.3% | +18.5% | +13.8% | +19.0% |
| All | +32.3% | +19.7% | +12.6% | +19.0% |
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