+285.1%
CME vs KEY
+173.8%
+111.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.6% | +2.2% | -3.8% | -2.1% |
| 30D | +6.2% | -3.0% | +9.3% | +6.9% |
| 3M | +10.4% | +3.3% | +7.1% | +9.5% |
| 6M | -9.5% | +9.2% | -18.7% | -11.6% |
| YTD | +6.0% | +10.6% | -4.6% | +3.1% |
| 1Y | +9.3% | +20.4% | -11.1% | +4.0% |
| 3Y | +57.7% | +121.8% | -64.2% | +22.8% |
| 5Y | +77.7% | +41.1% | +36.6% | +49.6% |
| All | +285.1% | +173.8% | +111.4% | +122.8% |
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