+7,418.1%
CME vs KEY
+87.6%
+7,330.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | +13.2% | +5.1% | +8.0% | +11.3% |
| 3M | +16.3% | -7.1% | +23.4% | +18.8% |
| 6M | +7.1% | -4.4% | +11.5% | +8.2% |
| YTD | +15.8% | +4.0% | +11.8% | +13.2% |
| 1Y | +17.1% | +23.4% | -6.3% | +8.2% |
| 3Y | +63.2% | +113.9% | -50.8% | +18.7% |
| 5Y | +70.2% | +12.3% | +57.9% | +42.9% |
| 10Y | +337.0% | +125.5% | +211.5% | +157.1% |
| All | +7,418.1% | +87.6% | +7,330.5% | +3,429.6% |
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