+305.8%
CME vs KEY
+107.2%
+198.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +13.9% | +6.7% | +7.2% | +12.3% |
| 3M | +22.4% | -4.6% | +27.0% | +23.5% |
| 6M | +12.9% | +2.6% | +10.3% | +11.9% |
| YTD | +19.6% | +7.0% | +12.6% | +17.1% |
| 1Y | +17.7% | +23.5% | -5.8% | +11.4% |
| 3Y | +65.3% | +126.4% | -61.1% | +28.6% |
| 5Y | +75.1% | +13.0% | +62.1% | +59.6% |
| 10Y | +305.8% | +99.5% | +206.3% | +159.4% |
| All | +305.8% | +107.2% | +198.5% | +159.4% |
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 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