-16.1%
CEG vs KEY
+25.9%
-42.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +12.1% | +2.9% | +9.2% | +11.6% |
| 30D | +0.2% | +8.4% | -8.2% | -1.0% |
| 3M | +0.7% | -5.8% | +6.5% | +1.8% |
| 6M | +2.2% | +5.4% | -3.2% | +1.4% |
| YTD | -20.3% | +7.1% | -27.4% | -21.1% |
| 1Y | -16.1% | +26.8% | -42.9% | -16.7% |
| All | -16.1% | +25.9% | -42.0% | -16.7% |
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 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