+9.3%
CME vs KEYS
+98.0%
-88.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.2% |
| 7D | -1.6% | +2.3% | -3.8% | -1.5% |
| 30D | +6.2% | -2.6% | +8.9% | +6.2% |
| 3M | +10.4% | -4.6% | +15.1% | +10.6% |
| 6M | -9.5% | +8.7% | -18.3% | -9.6% |
| YTD | +6.0% | +61.0% | -55.0% | +6.6% |
| 1Y | +9.3% | +96.0% | -86.7% | +11.3% |
| All | +9.3% | +98.0% | -88.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling