+79.6%
CME vs KEYS
+87.1%
-7.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.4% |
| 7D | -1.6% | +3.5% | -5.1% | -1.7% |
| 30D | +5.6% | -4.5% | +10.1% | +5.8% |
| 3M | +5.6% | -0.4% | +6.0% | +5.5% |
| 6M | -8.3% | +19.1% | -27.4% | -9.7% |
| YTD | +4.3% | +66.7% | -62.3% | 0.0% |
| 1Y | +9.1% | +96.5% | -87.4% | +3.0% |
| 3Y | +52.1% | +155.2% | -103.1% | +35.8% |
| All | +79.6% | +87.1% | -7.4% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling