-24.2%
CCJ vs KEY
+19.5%
-43.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.7% |
| 7D | -7.3% | -1.3% | -6.0% | -6.6% |
| 30D | -20.0% | +5.1% | -25.1% | -22.4% |
| 3M | -23.8% | -7.1% | -16.7% | -20.4% |
| 6M | -42.4% | -4.4% | -38.0% | -41.3% |
| YTD | -22.1% | +4.0% | -26.1% | -27.3% |
| All | -24.2% | +19.5% | -43.7% | -37.8% |
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 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