+47.4%
CI vs KEYS
+87.1%
-39.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.0% | -0.4% |
| 7D | -0.1% | +3.5% | -3.6% | -0.4% |
| 30D | +1.8% | -4.5% | +6.2% | +2.1% |
| 3M | -4.2% | -0.4% | -3.8% | -4.5% |
| 6M | +8.8% | +19.1% | -10.3% | +6.2% |
| YTD | +3.7% | +66.7% | -62.9% | -2.9% |
| 1Y | -6.1% | +96.5% | -102.6% | -14.1% |
| 3Y | +4.5% | +155.2% | -150.7% | -10.3% |
| All | +47.4% | +87.1% | -39.7% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling