+21.9%
CCL vs KEYS
+55.9%
-34.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.3% | +13.6% | +9.0% |
| 7D | +11.6% | -14.8% | +26.4% | +16.8% |
| 30D | +22.5% | -25.6% | +48.1% | +33.9% |
| 3M | +6.4% | -16.2% | +22.6% | +11.3% |
| 6M | +23.4% | -18.6% | +42.0% | +29.3% |
| YTD | +4.2% | +40.7% | -36.5% | -13.8% |
| 1Y | +21.9% | +59.6% | -37.7% | -4.6% |
| All | +21.9% | +55.9% | -34.0% | -4.6% |
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