+300.3%
CME vs KEY
+95.2%
+205.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.7% | +1.8% | +0.9% | +2.3% |
| 30D | +13.5% | +7.1% | +6.3% | +11.7% |
| 3M | +20.9% | -5.9% | +26.8% | +22.4% |
| 6M | +11.5% | +2.2% | +9.3% | +10.6% |
| YTD | +19.5% | +6.4% | +13.1% | +17.1% |
| 1Y | +17.2% | +24.8% | -7.5% | +10.7% |
| 3Y | +65.1% | +125.2% | -60.1% | +28.6% |
| 5Y | +73.1% | +13.0% | +60.2% | +57.7% |
| All | +300.3% | +95.2% | +205.0% | +159.3% |
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