+1,184.7%
CIEN vs KEY
+109.2%
+1,075.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | -9.3% | +0.5% | -9.8% | -9.3% |
| 30D | -39.5% | +6.9% | -46.4% | -40.8% |
| 3M | -29.8% | -5.0% | -24.8% | -28.8% |
| 6M | -50.4% | +0.7% | -51.1% | -50.8% |
| YTD | +16.3% | +6.5% | +9.9% | +13.2% |
| 1Y | +30.4% | +22.6% | +7.7% | +20.9% |
| 3Y | +516.6% | +125.3% | +391.3% | +369.3% |
| 5Y | +349.8% | +13.9% | +335.8% | +305.4% |
| 10Y | +1,184.7% | +105.3% | +1,079.4% | +771.4% |
| All | +1,184.7% | +109.2% | +1,075.5% | +771.4% |
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 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