+51.2%
CI vs KEY
+13.1%
+38.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +1.2% | +2.9% | -1.8% | +0.8% |
| 30D | +2.6% | +8.4% | -5.9% | +1.6% |
| 3M | +7.4% | -5.8% | +13.2% | +8.1% |
| 6M | -0.1% | +5.4% | -5.6% | -0.9% |
| YTD | +9.7% | +7.1% | +2.7% | +8.6% |
| 1Y | +12.1% | +26.8% | -14.7% | +8.9% |
| 3Y | +7.0% | +128.7% | -121.7% | -5.5% |
| All | +51.2% | +13.1% | +38.1% | +48.1% |
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