+7,463.6%
CI vs KEY
+1,050.5%
+6,413.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | +2.2% | -0.9% | +0.6% |
| 30D | +4.4% | -3.0% | +7.5% | +5.4% |
| 3M | +0.7% | +3.3% | -2.7% | -0.5% |
| 6M | +0.3% | +9.2% | -8.8% | -2.6% |
| YTD | +3.8% | +10.6% | -6.8% | +0.2% |
| 1Y | -5.5% | +20.4% | -25.9% | -11.3% |
| 3Y | +8.1% | +121.8% | -113.7% | -19.6% |
| 5Y | +42.8% | +41.1% | +1.7% | +15.1% |
| 10Y | +143.9% | +168.5% | -24.6% | +48.0% |
| All | +7,463.6% | +1,050.5% | +6,413.1% | +1,950.3% |
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