-5.7%
CMG vs KEY
+40.7%
-46.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -6.5% | -0.3% | -6.1% | -6.4% |
| 30D | +12.1% | -3.3% | +15.4% | +12.8% |
| 3M | +20.6% | -0.7% | +21.3% | +20.6% |
| 6M | +2.1% | +12.5% | -10.4% | -0.6% |
| YTD | -2.6% | +8.4% | -11.0% | -4.4% |
| 1Y | -8.7% | +18.4% | -27.1% | -12.1% |
| 3Y | -7.4% | +123.3% | -130.7% | -21.6% |
| 5Y | -5.7% | +38.8% | -44.5% | -6.4% |
| All | -5.7% | +40.7% | -46.4% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling