+639.7%
CEG vs KEYS
+83.5%
+556.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.8% |
| 7D | +6.7% | +4.4% | +2.3% | +4.7% |
| 30D | +11.0% | -2.2% | +13.2% | +11.8% |
| 3M | +19.5% | +0.5% | +18.9% | +17.9% |
| 6M | -5.9% | +22.4% | -28.2% | -15.1% |
| YTD | -15.0% | +64.1% | -79.1% | -34.0% |
| 1Y | +0.6% | +97.0% | -96.3% | -28.8% |
| 3Y | +180.6% | +152.0% | +28.6% | +75.6% |
| All | +639.7% | +83.5% | +556.1% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling