+5.6%
CDE vs KEYS
+55.9%
-50.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -6.3% | +15.0% | +11.8% |
| 7D | +1.1% | -14.8% | +15.9% | +9.3% |
| 30D | -14.5% | -25.6% | +11.1% | -1.1% |
| 3M | -10.1% | -16.2% | +6.2% | -2.7% |
| 6M | -16.9% | -18.6% | +1.8% | -9.1% |
| YTD | -18.1% | +40.7% | -58.8% | -31.3% |
| 1Y | +5.6% | +59.6% | -54.0% | -15.4% |
| All | +5.6% | +55.9% | -50.3% | -15.4% |
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