+239.0%
CI vs KEYS
+1,095.1%
-856.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | -2.0% | +4.4% | -6.4% | -3.0% |
| 30D | -1.8% | -2.2% | +0.4% | -1.5% |
| 3M | -4.2% | +0.5% | -4.8% | -5.2% |
| 6M | +2.7% | +22.4% | -19.7% | -3.5% |
| YTD | +1.9% | +64.1% | -62.2% | -11.7% |
| 1Y | -6.3% | +97.0% | -103.2% | -23.0% |
| 3Y | +3.9% | +152.0% | -148.2% | -23.1% |
| 5Y | +41.9% | +83.7% | -41.9% | +12.7% |
| 10Y | +140.4% | +997.9% | -857.5% | +13.2% |
| All | +239.0% | +1,095.1% | -856.1% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling