+159.4%
CCJ vs KEYS
+154.3%
+5.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.7% | -2.6% |
| 7D | -4.0% | +3.5% | -7.5% | -5.6% |
| 30D | -2.4% | -4.5% | +2.1% | -0.5% |
| 3M | -2.3% | -0.4% | -1.9% | -3.4% |
| 6M | -16.2% | +19.1% | -35.3% | -23.5% |
| YTD | +5.7% | +66.7% | -61.0% | -17.7% |
| 1Y | +21.3% | +96.5% | -75.2% | -12.5% |
| 3Y | +159.4% | +155.2% | +4.2% | +72.3% |
| All | +159.4% | +154.3% | +5.1% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling