+49.3%
CCL vs KEYS
+154.3%
-105.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.7% | -1.0% |
| 7D | -3.2% | +3.5% | -6.7% | -5.1% |
| 30D | -17.8% | -4.5% | -13.3% | -15.9% |
| 3M | -18.7% | -0.4% | -18.3% | -20.0% |
| 6M | -11.4% | +19.1% | -30.5% | -22.5% |
| YTD | -24.3% | +66.7% | -91.0% | -48.3% |
| 1Y | -28.8% | +96.5% | -125.3% | -57.2% |
| 3Y | +49.3% | +155.2% | -105.8% | -38.5% |
| All | +49.3% | +154.3% | -105.0% | -38.5% |
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