-8.4%
CDE vs KEY
+22.3%
-30.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.5% |
| 7D | -2.3% | +1.8% | -4.0% | -3.4% |
| 30D | -12.1% | +7.1% | -19.2% | -16.2% |
| 3M | -23.9% | -5.9% | -18.0% | -21.0% |
| 6M | -29.0% | +2.2% | -31.2% | -30.7% |
| YTD | -19.7% | +6.4% | -26.1% | -24.4% |
| 1Y | -8.4% | +24.8% | -33.2% | -20.4% |
| All | -8.4% | +22.3% | -30.7% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling