+604.3%
CEG vs KEYS
+86.4%
+517.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -2.2% |
| 7D | -4.8% | +3.5% | -8.2% | -6.2% |
| 30D | +2.3% | -4.5% | +6.8% | +4.2% |
| 3M | +15.6% | -0.4% | +16.0% | +14.6% |
| 6M | -5.0% | +19.1% | -24.1% | -13.3% |
| YTD | -19.0% | +66.7% | -85.7% | -37.6% |
| 1Y | -10.0% | +96.5% | -106.4% | -36.2% |
| 3Y | +163.9% | +155.2% | +8.8% | +64.2% |
| All | +604.3% | +86.4% | +517.9% | +341.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling