+299.5%
CME vs KEY
+121.9%
+177.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.0% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +8.5% | +7.2% | +1.3% | +6.8% |
| 3M | +16.0% | -4.9% | +20.9% | +17.2% |
| 6M | +9.3% | +1.1% | +8.3% | +8.8% |
| YTD | +15.3% | +6.8% | +8.5% | +12.9% |
| 1Y | +14.4% | +23.3% | -8.9% | +8.3% |
| 3Y | +59.9% | +126.1% | -66.2% | +24.4% |
| 5Y | +69.4% | +15.2% | +54.2% | +53.3% |
| 10Y | +299.5% | +113.6% | +185.9% | +149.5% |
| All | +299.5% | +121.9% | +177.6% | +149.5% |
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