-28.5%
CEG vs KEY
+24.1%
-52.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | -4.7% | -1.3% | -3.5% | -4.6% |
| 30D | -16.6% | +5.1% | -21.7% | -17.3% |
| 3M | -4.1% | -7.1% | +3.0% | -2.8% |
| 6M | -22.3% | -4.4% | -18.0% | -22.6% |
| YTD | -28.9% | +4.0% | -32.9% | -30.0% |
| 1Y | -28.5% | +23.4% | -51.9% | -31.0% |
| All | -28.5% | +24.1% | -52.6% | -31.0% |
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