+274.2%
CME vs KEYS
+1,049.9%
-775.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.1% |
| 7D | -1.6% | +3.5% | -5.1% | -2.1% |
| 30D | +5.6% | -4.5% | +10.1% | +6.2% |
| 3M | +5.6% | -0.4% | +6.0% | +5.1% |
| 6M | -8.3% | +19.1% | -27.4% | -11.9% |
| YTD | +4.3% | +66.7% | -62.3% | -6.4% |
| 1Y | +9.1% | +96.5% | -87.4% | -5.5% |
| 3Y | +52.1% | +155.2% | -103.1% | +20.4% |
| 5Y | +79.7% | +88.0% | -8.3% | +50.9% |
| All | +274.2% | +1,049.9% | -775.6% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling