+163.9%
CCJ vs KEY
+13.1%
+150.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -0.8% | +2.9% | -3.7% | -1.6% |
| 30D | -13.2% | +8.4% | -21.6% | -15.2% |
| 3M | -27.6% | -5.8% | -21.9% | -26.4% |
| 6M | -38.7% | +5.4% | -44.1% | -39.8% |
| YTD | -22.7% | +7.1% | -29.7% | -24.3% |
| 1Y | -17.6% | +26.8% | -44.4% | -23.0% |
| 3Y | +62.7% | +128.7% | -66.0% | +27.2% |
| All | +163.9% | +13.1% | +150.8% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling