-89.4%
CDE vs KEY
+1,050.5%
-1,139.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.5% | +2.2% | -1.7% | +0.1% |
| 30D | +21.9% | -3.0% | +24.9% | +22.6% |
| 3M | +14.9% | +3.3% | +11.6% | +14.2% |
| 6M | -10.5% | +9.2% | -19.7% | -11.9% |
| YTD | +19.3% | +10.6% | +8.6% | +17.1% |
| 1Y | +50.8% | +20.4% | +30.4% | +45.5% |
| 3Y | +782.3% | +121.8% | +660.5% | +658.1% |
| 5Y | +191.7% | +41.1% | +150.6% | +163.6% |
| 10Y | +57.6% | +168.5% | -110.9% | +21.1% |
| All | -89.4% | +1,050.5% | -1,139.9% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling