-25.9%
CCJ vs KEYS
+55.9%
-81.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | +2.0% |
| 7D | -14.5% | -14.8% | +0.3% | -7.3% |
| 30D | -18.1% | -25.6% | +7.5% | -5.1% |
| 3M | -23.0% | -16.2% | -6.8% | -16.5% |
| 6M | -39.4% | -18.6% | -20.7% | -34.0% |
| YTD | -21.7% | +40.7% | -62.3% | -37.8% |
| 1Y | -25.9% | +59.6% | -85.5% | -45.7% |
| All | -25.9% | +55.9% | -81.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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