+615.8%
CIEN vs KEYS
+154.3%
+461.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.0% | +0.5% | +1.2% |
| 7D | +8.9% | +3.5% | +5.4% | +6.0% |
| 30D | -19.1% | -4.5% | -14.6% | -15.9% |
| 3M | -21.5% | -0.4% | -21.1% | -20.9% |
| 6M | +2.8% | +19.1% | -16.3% | -6.9% |
| YTD | +49.5% | +66.7% | -17.2% | +5.0% |
| 1Y | +163.8% | +96.5% | +67.3% | +64.1% |
| 3Y | +615.8% | +155.2% | +460.7% | +261.1% |
| All | +615.8% | +154.3% | +461.5% | +261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3y: compounded portfolio wealth divided by compounded KEYS 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…
3y analysis · Full analysis span regression · 6 months rolling