+6,781.2%
CME vs KEY
+99.6%
+6,681.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | -1.6% | +2.2% | -3.8% | -2.3% |
| 30D | +6.2% | -3.0% | +9.3% | +7.2% |
| 3M | +10.4% | +3.3% | +7.1% | +9.0% |
| 6M | -9.5% | +9.2% | -18.7% | -12.5% |
| YTD | +6.0% | +10.6% | -4.6% | +1.7% |
| 1Y | +9.3% | +20.4% | -11.1% | +1.7% |
| 3Y | +57.7% | +121.8% | -64.2% | +12.8% |
| 5Y | +77.7% | +41.1% | +36.6% | +37.6% |
| 10Y | +281.2% | +168.5% | +112.7% | +110.9% |
| All | +6,781.2% | +99.6% | +6,681.6% | +3,071.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling