-12.0%
CHYM vs KEY
+41.8%
-53.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -2.9% | -1.8% | -1.1% | -1.4% |
| 30D | +3.0% | -3.3% | +6.3% | +5.8% |
| 3M | +98.7% | -0.2% | +98.9% | +95.4% |
| 6M | +46.4% | +12.1% | +34.3% | +27.8% |
| YTD | +29.8% | +8.4% | +21.4% | +18.1% |
| 1Y | +40.5% | +17.6% | +22.8% | +13.4% |
| All | -12.0% | +41.8% | -53.8% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling