+177.2%
CMG vs KEYS
+1,113.8%
-936.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.0% |
| 7D | -2.1% | +3.5% | -5.5% | -3.1% |
| 30D | +10.9% | -4.5% | +15.4% | +12.1% |
| 3M | +15.8% | -0.4% | +16.2% | +14.4% |
| 6M | +6.9% | +19.1% | -12.2% | -1.3% |
| YTD | -2.2% | +66.7% | -68.8% | -20.7% |
| 1Y | -7.1% | +96.5% | -103.5% | -29.4% |
| 3Y | -7.1% | +155.2% | -162.3% | -37.4% |
| 5Y | -4.8% | +88.0% | -92.8% | -29.5% |
| 10Y | +324.3% | +1,046.8% | -722.4% | +99.8% |
| All | +177.2% | +1,113.8% | -936.6% | +32.2% |
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