+7,451.3%
CME vs KEY
+88.6%
+7,362.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.5% |
| 7D | +3.7% | -2.5% | +6.1% | +4.4% |
| 30D | +13.7% | +4.1% | +9.6% | +12.2% |
| 3M | +16.6% | -8.4% | +24.9% | +19.6% |
| 6M | +8.2% | -2.3% | +10.5% | +8.5% |
| YTD | +16.3% | +4.6% | +11.8% | +13.6% |
| 1Y | +19.1% | +24.6% | -5.5% | +9.7% |
| 3Y | +67.4% | +112.8% | -45.4% | +22.0% |
| 5Y | +71.0% | +12.9% | +58.0% | +43.3% |
| 10Y | +338.9% | +126.7% | +212.3% | +157.8% |
| All | +7,451.3% | +88.6% | +7,362.7% | +3,439.2% |
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