-11.1%
CHYM vs KEYS
+108.2%
-119.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.1% |
| 7D | -2.3% | +3.5% | -5.7% | -3.2% |
| 30D | +4.4% | -4.5% | +8.9% | +5.5% |
| 3M | +91.3% | -0.4% | +91.7% | +88.2% |
| 6M | +44.0% | +19.1% | +24.8% | +30.5% |
| YTD | +31.1% | +66.7% | -35.6% | -2.4% |
| 1Y | +37.8% | +96.5% | -58.6% | -8.2% |
| All | -11.1% | +108.2% | -119.3% | -42.6% |
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