+54.3%
CDE vs KEY
+171.1%
-116.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.1% | -1.8% | -4.3% | -5.6% |
| 30D | +9.5% | -3.3% | +12.8% | +10.4% |
| 3M | +32.0% | -0.2% | +32.2% | +32.0% |
| 6M | -12.8% | +12.1% | -24.9% | -15.4% |
| YTD | +14.2% | +8.4% | +5.8% | +11.8% |
| 1Y | +36.3% | +17.6% | +18.6% | +30.3% |
| 3Y | +821.4% | +123.3% | +698.1% | +645.9% |
| 5Y | +194.3% | +39.5% | +154.7% | +155.9% |
| All | +54.3% | +171.1% | -116.8% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling