+324.8%
CDE vs KEYS
+1,113.8%
-789.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -0.7% |
| 7D | -3.1% | +3.5% | -6.6% | -4.7% |
| 30D | +9.5% | -4.5% | +13.9% | +11.3% |
| 3M | +25.5% | -0.4% | +25.9% | +24.4% |
| 6M | -7.9% | +19.1% | -27.0% | -15.6% |
| YTD | +15.6% | +66.7% | -51.1% | -9.9% |
| 1Y | +34.0% | +96.5% | -62.4% | -3.7% |
| 3Y | +791.9% | +155.2% | +636.8% | +468.4% |
| 5Y | +197.7% | +88.0% | +109.7% | +110.5% |
| 10Y | +55.0% | +1,046.8% | -991.7% | -42.9% |
| All | +324.8% | +1,113.8% | -789.0% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling