+10.9%
CMG vs KEYS
+55.9%
-45.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.3% | +12.1% | +5.6% |
| 7D | +22.5% | -14.8% | +37.3% | +22.2% |
| 30D | +14.1% | -25.6% | +39.7% | +13.9% |
| 3M | +4.1% | -16.2% | +20.3% | +3.8% |
| 6M | +10.1% | -18.6% | +28.7% | +9.3% |
| YTD | -4.9% | +40.7% | -45.6% | -16.7% |
| 1Y | +10.9% | +59.6% | -48.7% | -10.5% |
| All | +10.9% | +55.9% | -45.0% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling