+42.5%
CI vs KEY
+40.7%
+1.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +1.3% | +2.2% | -0.9% | +1.0% |
| 30D | +4.4% | -3.0% | +7.5% | +4.8% |
| 3M | +0.7% | +3.3% | -2.7% | +0.1% |
| 6M | +0.3% | +9.2% | -8.8% | -0.9% |
| YTD | +3.8% | +10.6% | -6.8% | +2.3% |
| 1Y | -5.5% | +20.4% | -25.9% | -7.9% |
| 3Y | +8.1% | +121.8% | -113.7% | -5.1% |
| All | +42.5% | +40.7% | +1.8% | +25.4% |
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