+87.9%
CIEN vs KEY
+130.1%
-42.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | -24.1% | -1.3% | -22.8% | -23.7% |
| 30D | -45.5% | +5.1% | -50.6% | -46.6% |
| 3M | -39.7% | -7.1% | -32.6% | -38.2% |
| 6M | -57.8% | -4.4% | -53.4% | -57.4% |
| YTD | +4.1% | +4.0% | +0.1% | +1.5% |
| 1Y | +20.8% | +23.4% | -2.6% | +10.0% |
| 3Y | +463.1% | +113.9% | +349.2% | +306.1% |
| 5Y | +302.3% | +12.3% | +290.0% | +248.6% |
| 10Y | +1,164.4% | +125.5% | +1,038.9% | +615.1% |
| All | +87.9% | +130.1% | -42.1% | -36.4% |
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 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