+477.0%
CIEN vs KEY
+40.7%
+436.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -15.2% | +2.2% | -17.4% | -15.9% |
| 30D | -21.5% | -3.0% | -18.5% | -20.7% |
| 3M | -40.1% | +3.3% | -43.4% | -40.9% |
| 6M | -6.6% | +9.2% | -15.8% | -9.5% |
| YTD | +37.3% | +10.6% | +26.6% | +31.8% |
| 1Y | +174.5% | +20.4% | +154.1% | +155.4% |
| 3Y | +562.3% | +121.8% | +440.4% | +409.2% |
| All | +477.0% | +40.7% | +436.3% | +401.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling