+154.1%
CMI vs KEY
+130.9%
+23.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | +1.9% | +2.7% | -0.8% | +0.8% |
| 30D | -12.5% | -3.2% | -9.3% | -11.4% |
| 3M | -16.2% | +1.0% | -17.2% | -16.6% |
| 6M | +4.9% | +11.9% | -7.0% | +0.3% |
| YTD | +11.1% | +8.7% | +2.4% | +7.4% |
| 1Y | +43.4% | +18.5% | +24.9% | +33.9% |
| 3Y | +154.1% | +124.0% | +30.1% | +97.4% |
| All | +154.1% | +130.9% | +23.1% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling