+50.0%
CI vs KEY
+16.6%
+33.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +4.7% | +7.2% | -2.5% | +3.8% |
| 3M | +5.2% | -4.9% | +10.1% | +5.8% |
| 6M | +3.8% | +1.1% | +2.7% | +3.5% |
| YTD | +9.2% | +6.8% | +2.4% | +8.2% |
| 1Y | +14.3% | +23.3% | -9.0% | +11.3% |
| 3Y | +8.4% | +126.1% | -117.6% | -4.1% |
| 5Y | +50.0% | +15.2% | +34.8% | +46.2% |
| All | +50.0% | +16.6% | +33.5% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling