+1,438.7%
CIEN vs KEY
+167.0%
+1,271.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.9% |
| 7D | -5.3% | +2.7% | -8.0% | -6.3% |
| 30D | -17.2% | -3.2% | -14.0% | -16.4% |
| 3M | -26.9% | +1.0% | -27.8% | -27.2% |
| 6M | +16.0% | +11.9% | +4.2% | +11.5% |
| YTD | +45.9% | +8.7% | +37.2% | +41.2% |
| 1Y | +186.8% | +18.5% | +168.3% | +169.1% |
| 3Y | +607.8% | +124.0% | +483.8% | +437.7% |
| 5Y | +506.7% | +40.8% | +465.9% | +410.6% |
| 10Y | +1,438.7% | +167.0% | +1,271.7% | +778.7% |
| All | +1,438.7% | +167.0% | +1,271.7% | +778.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling