-14.7%
CMG vs KEY
+118.7%
-133.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +3.0% |
| 7D | +8.6% | -0.4% | +9.0% | +8.7% |
| 30D | +13.1% | +7.2% | +5.9% | +11.0% |
| 3M | +9.0% | -4.9% | +13.9% | +10.4% |
| 6M | +10.0% | +1.1% | +8.9% | +9.4% |
| YTD | -3.4% | +6.8% | -10.2% | -5.4% |
| 1Y | +16.8% | +23.3% | -6.5% | +10.5% |
| 3Y | -14.7% | +126.1% | -140.8% | -22.3% |
| All | -14.7% | +118.7% | -133.4% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling