-10.0%
CEG vs KEYS
+97.6%
-107.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.9% |
| 7D | -4.8% | +3.5% | -8.2% | -6.0% |
| 30D | +2.3% | -4.5% | +6.8% | +3.9% |
| 3M | +15.6% | -0.4% | +16.0% | +14.7% |
| 6M | -5.0% | +19.1% | -24.1% | -11.3% |
| YTD | -19.0% | +66.7% | -85.7% | -34.5% |
| 1Y | -10.0% | +96.5% | -106.4% | -29.3% |
| All | -10.0% | +97.6% | -107.6% | -29.3% |
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