-25.4%
CEG vs KEY
+22.3%
-47.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | +1.7% | +0.5% | +1.1% | +1.5% |
| 30D | -10.2% | +6.9% | -17.0% | -11.1% |
| 3M | -0.8% | -5.0% | +4.2% | +0.2% |
| 6M | -11.5% | +0.7% | -12.3% | -12.2% |
| YTD | -23.9% | +6.5% | -30.3% | -25.1% |
| 1Y | -25.4% | +22.6% | -48.0% | -27.1% |
| All | -25.4% | +22.3% | -47.7% | -27.1% |
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