+459.1%
CME vs KEYS
+1,067.2%
-608.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -2.4% | +0.9% | -3.3% | -2.5% |
| 30D | +6.2% | -5.3% | +11.4% | +7.0% |
| 3M | +4.4% | +0.5% | +3.9% | +3.6% |
| 6M | -9.6% | +14.0% | -23.7% | -12.7% |
| YTD | +3.8% | +60.3% | -56.5% | -6.4% |
| 1Y | +9.5% | +91.3% | -81.8% | -4.9% |
| 3Y | +51.9% | +146.1% | -94.2% | +21.2% |
| 5Y | +78.7% | +80.8% | -2.1% | +50.9% |
| 10Y | +279.7% | +1,002.8% | -723.1% | +111.3% |
| All | +459.1% | +1,067.2% | -608.1% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling