+495.9%
CMI vs KEY
+171.1%
+324.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.8% | -1.8% | +2.6% | +1.5% |
| 30D | -12.8% | -3.3% | -9.5% | -11.7% |
| 3M | -12.4% | -0.2% | -12.3% | -12.5% |
| 6M | -0.9% | +12.1% | -13.0% | -5.1% |
| YTD | +8.9% | +8.4% | +0.5% | +5.4% |
| 1Y | +37.7% | +17.6% | +20.1% | +29.0% |
| 3Y | +148.9% | +123.3% | +25.5% | +78.7% |
| 5Y | +164.4% | +39.5% | +124.8% | +116.6% |
| All | +495.9% | +171.1% | +324.8% | +252.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling