+322.0%
CMG vs KEYS
+1,049.9%
-727.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.1% |
| 7D | -2.1% | +3.5% | -5.5% | -3.2% |
| 30D | +10.9% | -4.5% | +15.4% | +12.2% |
| 3M | +15.8% | -0.4% | +16.2% | +14.3% |
| 6M | +6.9% | +19.1% | -12.2% | -1.7% |
| YTD | -2.2% | +66.7% | -68.8% | -21.7% |
| 1Y | -7.1% | +96.5% | -103.5% | -30.6% |
| 3Y | -7.1% | +155.2% | -162.3% | -39.1% |
| 5Y | -4.8% | +88.0% | -92.8% | -30.9% |
| All | +322.0% | +1,049.9% | -727.9% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling