+127.0%
CIEN vs KEY
+135.4%
-8.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +27.4% | +1.8% | +25.6% | +26.6% |
| 30D | -26.6% | +7.1% | -33.7% | -28.6% |
| 3M | -32.0% | -5.9% | -26.0% | -30.5% |
| 6M | -49.1% | +2.2% | -51.3% | -49.8% |
| YTD | +25.7% | +6.4% | +19.3% | +21.6% |
| 1Y | +40.3% | +24.8% | +15.6% | +27.4% |
| 3Y | +566.2% | +125.2% | +441.0% | +371.2% |
| 5Y | +378.7% | +13.0% | +365.8% | +314.4% |
| 10Y | +1,252.3% | +98.5% | +1,153.8% | +708.9% |
| All | +127.0% | +135.4% | -8.4% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling