-9.0%
CHYM vs KEY
+44.8%
-53.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.1% |
| 7D | +1.7% | +2.2% | -0.5% | -0.1% |
| 30D | +30.2% | -3.0% | +33.3% | +33.0% |
| 3M | +85.9% | +3.3% | +82.6% | +76.8% |
| 6M | +49.9% | +9.2% | +40.7% | +34.6% |
| YTD | +34.1% | +10.6% | +23.5% | +19.9% |
| 1Y | +37.0% | +20.4% | +16.6% | +8.6% |
| All | -9.0% | +44.8% | -53.8% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling